Genworth Financial Inc (GNW)
7.715
+0.10
(+1.25%)
USD |
NYSE |
Nov 22, 10:17
Genworth Financial Max Drawdown (5Y): 73.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.98% |
| September 30, 2024 | 73.98% |
| August 31, 2024 | 73.98% |
| July 31, 2024 | 73.98% |
| June 30, 2024 | 79.11% |
| May 31, 2024 | 82.92% |
| April 30, 2024 | 83.82% |
| March 31, 2024 | 83.82% |
| February 29, 2024 | 83.82% |
| January 31, 2024 | 83.82% |
| December 31, 2023 | 83.82% |
| November 30, 2023 | 83.82% |
| October 31, 2023 | 83.82% |
| September 30, 2023 | 83.82% |
| August 31, 2023 | 83.82% |
| July 31, 2023 | 83.82% |
| June 30, 2023 | 83.82% |
| May 31, 2023 | 83.82% |
| April 30, 2023 | 85.16% |
| March 31, 2023 | 85.54% |
| February 28, 2023 | 85.54% |
| January 31, 2023 | 85.54% |
| December 31, 2022 | 85.54% |
| November 30, 2022 | 85.54% |
| October 31, 2022 | 85.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.54% |
| August 31, 2022 | 85.54% |
| July 31, 2022 | 85.54% |
| June 30, 2022 | 85.54% |
| May 31, 2022 | 85.54% |
| April 30, 2022 | 85.54% |
| March 31, 2022 | 85.54% |
| February 28, 2022 | 85.54% |
| January 31, 2022 | 85.54% |
| December 31, 2021 | 85.54% |
| November 30, 2021 | 85.54% |
| October 31, 2021 | 85.54% |
| September 30, 2021 | 85.54% |
| August 31, 2021 | 85.54% |
| July 31, 2021 | 85.54% |
| June 30, 2021 | 87.37% |
| May 31, 2021 | 87.37% |
| April 30, 2021 | 87.37% |
| March 31, 2021 | 87.37% |
| February 28, 2021 | 88.60% |
| January 31, 2021 | 91.34% |
| December 31, 2020 | 91.34% |
| November 30, 2020 | 91.34% |
| October 31, 2020 | 91.34% |
| September 30, 2020 | 91.34% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
73.98%
Minimum
Jul 2024
91.34%
Maximum
Nov 2019
85.89%
Average
85.54%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Atlantic American Corp | 77.42% |
| Citizens Inc | 80.19% |
| Lincoln National Corp | 79.20% |
| Brighthouse Financial Inc | 76.93% |
| Abacus Life Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.075 |
| Beta (5Y) | 0.9466 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.22% |
| Historical Sharpe Ratio (5Y) | 0.1546 |
| Historical Sortino (5Y) | 0.2508 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.32% |