Greek Organisation of Football Prognostics SA (GOFPY)
8.35
+0.03
(+0.40%)
USD |
OTCM |
May 17, 16:00
Greek Organisation of Football Prognostics Max Drawdown (5Y): 54.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.75% |
| March 31, 2024 | 54.75% |
| February 29, 2024 | 54.75% |
| January 31, 2024 | 54.75% |
| December 31, 2023 | 54.75% |
| November 30, 2023 | 54.75% |
| October 31, 2023 | 54.75% |
| September 30, 2023 | 54.75% |
| August 31, 2023 | 54.75% |
| July 31, 2023 | 54.75% |
| June 30, 2023 | 54.75% |
| May 31, 2023 | 54.75% |
| April 30, 2023 | 54.75% |
| March 31, 2023 | 54.75% |
| February 28, 2023 | 54.75% |
| January 31, 2023 | 54.75% |
| December 31, 2022 | 54.75% |
| November 30, 2022 | 54.75% |
| October 31, 2022 | 54.75% |
| September 30, 2022 | 54.75% |
| August 31, 2022 | 54.75% |
| July 31, 2022 | 54.75% |
| June 30, 2022 | 54.75% |
| May 31, 2022 | 54.75% |
| April 30, 2022 | 54.75% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.75% |
| February 28, 2022 | 54.75% |
| January 31, 2022 | 54.75% |
| December 31, 2021 | 54.75% |
| November 30, 2021 | 54.75% |
| October 31, 2021 | 54.75% |
| September 30, 2021 | 54.75% |
| August 31, 2021 | 54.75% |
| July 31, 2021 | 54.75% |
| June 30, 2021 | 54.75% |
| May 31, 2021 | 54.75% |
| April 30, 2021 | 54.75% |
| March 31, 2021 | 57.50% |
| February 28, 2021 | 57.55% |
| January 31, 2021 | 59.94% |
| December 31, 2020 | 60.65% |
| November 30, 2020 | 64.83% |
| October 31, 2020 | 64.83% |
| September 30, 2020 | 64.83% |
| August 31, 2020 | 64.83% |
| July 31, 2020 | 64.83% |
| June 30, 2020 | 64.83% |
| May 31, 2020 | 64.83% |
| April 30, 2020 | 64.83% |
| March 31, 2020 | 64.83% |
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
54.75%
Minimum
Apr 2021
64.83%
Maximum
May 2019
58.22%
Average
54.75%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Folli Follie Commercial Manufacturing And Technical SA | 93.50% |
| Jumbo SA | 44.50% |
| Intralot SA | 95.48% |
| Flanigan'S Enterprises Inc | 69.97% |
| Birks Group Inc | 88.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.364 |
| Beta (5Y) | 1.190 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.50% |
| Historical Sharpe Ratio (5Y) | 0.5688 |
| Historical Sortino (5Y) | 0.6978 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.56% |