Group 1 Automotive Inc (GPI)
408.66
+6.93
(+1.72%)
USD |
NYSE |
Nov 21, 16:00
409.53
+0.87
(+0.21%)
After-Hours: 20:00
Group 1 Automotive Max Drawdown (5Y): 70.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.25% |
| September 30, 2024 | 70.25% |
| August 31, 2024 | 70.25% |
| July 31, 2024 | 70.25% |
| June 30, 2024 | 70.25% |
| May 31, 2024 | 70.25% |
| April 30, 2024 | 70.25% |
| March 31, 2024 | 70.25% |
| February 29, 2024 | 70.25% |
| January 31, 2024 | 70.25% |
| December 31, 2023 | 70.25% |
| November 30, 2023 | 70.25% |
| October 31, 2023 | 70.25% |
| September 30, 2023 | 70.25% |
| August 31, 2023 | 70.25% |
| July 31, 2023 | 70.25% |
| June 30, 2023 | 70.25% |
| May 31, 2023 | 70.25% |
| April 30, 2023 | 70.25% |
| March 31, 2023 | 70.25% |
| February 28, 2023 | 70.25% |
| January 31, 2023 | 70.25% |
| December 31, 2022 | 70.25% |
| November 30, 2022 | 70.25% |
| October 31, 2022 | 70.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.25% |
| August 31, 2022 | 70.25% |
| July 31, 2022 | 70.25% |
| June 30, 2022 | 70.25% |
| May 31, 2022 | 70.25% |
| April 30, 2022 | 70.25% |
| March 31, 2022 | 70.25% |
| February 28, 2022 | 70.25% |
| January 31, 2022 | 70.25% |
| December 31, 2021 | 70.25% |
| November 30, 2021 | 70.25% |
| October 31, 2021 | 70.25% |
| September 30, 2021 | 70.25% |
| August 31, 2021 | 70.25% |
| July 31, 2021 | 70.25% |
| June 30, 2021 | 70.25% |
| May 31, 2021 | 70.25% |
| April 30, 2021 | 70.25% |
| March 31, 2021 | 70.25% |
| February 28, 2021 | 70.25% |
| January 31, 2021 | 70.25% |
| December 31, 2020 | 70.25% |
| November 30, 2020 | 70.25% |
| October 31, 2020 | 70.25% |
| September 30, 2020 | 70.25% |
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
49.65%
Minimum
Nov 2019
70.25%
Maximum
Mar 2020
68.88%
Average
70.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kingsway Financial Services Inc | 77.69% |
| CarMax Inc | 64.04% |
| Openlane Inc | 64.43% |
| Cars.com Inc | 88.88% |
| Cheetah Net Supply Chain Service Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.11 |
| Beta (5Y) | 1.327 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.39% |
| Historical Sharpe Ratio (5Y) | 0.5838 |
| Historical Sortino (5Y) | 0.7829 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.91% |