Global Payments Inc (GPN)
116.33
+1.50
(+1.31%)
USD |
NYSE |
Nov 21, 16:00
116.25
-0.08
(-0.07%)
After-Hours: 20:00
Global Payments Max Drawdown (5Y): 56.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.97% |
| September 30, 2024 | 56.97% |
| August 31, 2024 | 56.97% |
| July 31, 2024 | 56.97% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
56.97%
Maximum
Dec 2022
48.99%
Average
46.15%
Median
Max Drawdown (5Y) Benchmarks
| Performant Financial Corp | 88.55% |
| National Asset Recovery Corp | 99.34% |
| TOMI Environmental Solutions Inc | 97.15% |
| Gibraltar Industries Inc | 63.23% |
| NV5 Global Inc | 67.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.63 |
| Beta (5Y) | 0.9746 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.32% |
| Historical Sharpe Ratio (5Y) | -0.3218 |
| Historical Sortino (5Y) | -0.5032 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.90% |