Global Payments Inc (GPN)
101.18
+2.44
(+2.47%)
USD |
NYSE |
Jul 26, 16:00
101.18
0.00 (0.00%)
After-Hours: 20:00
Global Payments Max Drawdown (5Y): 56.97% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 56.97% |
May 31, 2024 | 56.97% |
April 30, 2024 | 56.97% |
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% |
Date | Value |
---|---|
May 31, 2022 | 46.18% |
April 30, 2022 | 46.11% |
March 31, 2022 | 46.11% |
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% |
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
Jul 2019
56.97%
Maximum
Dec 2022
47.04%
Average
46.11%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
Mastercard Inc | 41.00% |
The Western Union Co | 57.76% |
Performant Financial Corp | 87.75% |
National Asset Recovery Corp | 99.34% |
TOMI Environmental Solutions Inc | 97.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.74 |
Beta (5Y) | 0.9767 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.05% |
Historical Sharpe Ratio (5Y) | -0.3273 |
Historical Sortino (5Y) | -0.5014 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.90% |