Global Payments Inc (GPN)
126.87
+2.64
(+2.13%)
USD |
NYSE |
Apr 23, 16:00
126.00
-0.87
(-0.69%)
Pre-Market: 07:09
Global Payments Max Drawdown (5Y): 56.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 56.97% |
| February 29, 2024 | 56.97% |
| January 31, 2024 | 56.97% |
| December 31, 2023 | 56.97% |
| November 30, 2023 | 56.97% |
| October 31, 2023 | 56.97% |
| September 30, 2023 | 56.97% |
| August 31, 2023 | 56.97% |
| July 31, 2023 | 56.97% |
| June 30, 2023 | 56.97% |
| May 31, 2023 | 56.97% |
| April 30, 2023 | 56.97% |
| March 31, 2023 | 56.97% |
| February 28, 2023 | 56.97% |
| January 31, 2023 | 56.97% |
| December 31, 2022 | 56.97% |
| November 30, 2022 | 56.52% |
| October 31, 2022 | 50.79% |
| September 30, 2022 | 50.79% |
| August 31, 2022 | 50.79% |
| July 31, 2022 | 50.79% |
| June 30, 2022 | 50.79% |
| May 31, 2022 | 46.18% |
| April 30, 2022 | 46.11% |
| March 31, 2022 | 46.11% |
| Date | Value |
|---|---|
| February 28, 2022 | 46.11% |
| January 31, 2022 | 46.11% |
| December 31, 2021 | 46.11% |
| November 30, 2021 | 45.57% |
| October 31, 2021 | 44.25% |
| September 30, 2021 | 44.25% |
| August 31, 2021 | 44.25% |
| July 31, 2021 | 44.25% |
| June 30, 2021 | 44.25% |
| May 31, 2021 | 44.25% |
| April 30, 2021 | 44.25% |
| March 31, 2021 | 44.25% |
| February 28, 2021 | 44.25% |
| January 31, 2021 | 44.25% |
| December 31, 2020 | 44.25% |
| November 30, 2020 | 44.25% |
| October 31, 2020 | 44.25% |
| September 30, 2020 | 44.25% |
| August 31, 2020 | 44.25% |
| July 31, 2020 | 44.25% |
| June 30, 2020 | 44.25% |
| May 31, 2020 | 44.25% |
| April 30, 2020 | 44.25% |
| March 31, 2020 | 44.25% |
| February 29, 2020 | 27.79% |
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
27.79%
Minimum
Apr 2019
56.97%
Maximum
Dec 2022
45.58%
Average
44.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Performant Financial Corp | 89.23% |
| National Asset Recovery Corp | 99.34% |
| TOMI Environmental Solutions Inc | 97.15% |
| Daniels Corporate Advisory Co Inc | 100.00% |
| Mastercard Inc | 41.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.39 |
| Beta (5Y) | 0.9639 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.18% |
| Historical Sharpe Ratio (5Y) | -0.0546 |
| Historical Sortino (5Y) | -0.081 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.27% |