Gogo Inc (GOGO)
7.87
+0.13
(+1.68%)
USD |
NASDAQ |
Dec 09, 16:00
7.86
-0.01
(-0.13%)
After-Hours: 20:00
Gogo Max Drawdown (5Y): 93.96% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 93.96% |
October 31, 2024 | 93.96% |
September 30, 2024 | 93.96% |
August 31, 2024 | 93.96% |
July 31, 2024 | 93.96% |
June 30, 2024 | 93.96% |
May 31, 2024 | 93.96% |
April 30, 2024 | 93.96% |
March 31, 2024 | 93.96% |
February 29, 2024 | 93.96% |
January 31, 2024 | 93.96% |
December 31, 2023 | 93.96% |
November 30, 2023 | 93.96% |
October 31, 2023 | 93.96% |
September 30, 2023 | 93.96% |
August 31, 2023 | 93.96% |
July 31, 2023 | 93.96% |
June 30, 2023 | 93.96% |
May 31, 2023 | 93.96% |
April 30, 2023 | 93.96% |
March 31, 2023 | 93.96% |
February 28, 2023 | 93.96% |
January 31, 2023 | 93.96% |
December 31, 2022 | 93.96% |
November 30, 2022 | 93.96% |
Date | Value |
---|---|
October 31, 2022 | 93.96% |
September 30, 2022 | 93.96% |
August 31, 2022 | 93.96% |
July 31, 2022 | 93.96% |
June 30, 2022 | 93.96% |
May 31, 2022 | 93.96% |
April 30, 2022 | 93.96% |
March 31, 2022 | 93.96% |
February 28, 2022 | 93.96% |
January 31, 2022 | 93.96% |
December 31, 2021 | 93.96% |
November 30, 2021 | 93.96% |
October 31, 2021 | 93.96% |
September 30, 2021 | 93.96% |
August 31, 2021 | 93.96% |
July 31, 2021 | 93.96% |
June 30, 2021 | 93.96% |
May 31, 2021 | 93.96% |
April 30, 2021 | 93.96% |
March 31, 2021 | 93.96% |
February 28, 2021 | 93.96% |
January 31, 2021 | 93.96% |
December 31, 2020 | 93.96% |
November 30, 2020 | 93.96% |
October 31, 2020 | 93.96% |
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
89.57%
Minimum
Dec 2019
93.96%
Maximum
May 2020
93.70%
Average
93.96%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Cogent Communications Holdings Inc | 39.34% |
Consolidated Communications Holdings Inc | 84.87% |
Iridium Communications Inc | 62.88% |
T-Mobile US Inc | 31.99% |
Globalstar Inc | 92.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.457 |
Beta (5Y) | 1.177 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.9% |
Historical Sharpe Ratio (5Y) | 0.0699 |
Historical Sortino (5Y) | 0.1955 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.97% |