Greek Organisation of Football Prognostics SA (GRKZF)
17.75
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Greek Organisation of Football Prognostics Max Drawdown (5Y): 47.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.05% |
March 31, 2024 | 47.05% |
February 29, 2024 | 47.05% |
January 31, 2024 | 47.05% |
December 31, 2023 | 47.05% |
November 30, 2023 | 47.05% |
October 31, 2023 | 47.05% |
September 30, 2023 | 47.05% |
August 31, 2023 | 47.05% |
July 31, 2023 | 47.05% |
June 30, 2023 | 47.05% |
May 31, 2023 | 47.05% |
April 30, 2023 | 47.05% |
March 31, 2023 | 47.05% |
February 28, 2023 | 47.05% |
January 31, 2023 | 47.05% |
December 31, 2022 | 47.05% |
November 30, 2022 | 47.05% |
October 31, 2022 | 47.05% |
September 30, 2022 | 47.05% |
August 31, 2022 | 47.05% |
July 31, 2022 | 47.05% |
June 30, 2022 | 47.05% |
May 31, 2022 | 47.05% |
April 30, 2022 | 47.05% |
Date | Value |
---|---|
March 31, 2022 | 47.05% |
February 28, 2022 | 47.05% |
January 31, 2022 | 47.05% |
December 31, 2021 | 47.05% |
November 30, 2021 | 47.05% |
October 31, 2021 | 47.05% |
September 30, 2021 | 47.05% |
August 31, 2021 | 47.05% |
July 31, 2021 | 47.05% |
June 30, 2021 | 47.05% |
May 31, 2021 | 48.64% |
April 30, 2021 | 53.93% |
March 31, 2021 | 55.81% |
February 28, 2021 | 56.07% |
January 31, 2021 | 59.47% |
December 31, 2020 | 59.47% |
November 30, 2020 | 62.01% |
October 31, 2020 | 62.01% |
September 30, 2020 | 65.04% |
August 31, 2020 | 65.04% |
July 31, 2020 | 65.04% |
June 30, 2020 | 65.04% |
May 31, 2020 | 65.04% |
April 30, 2020 | 65.04% |
March 31, 2020 | 65.04% |
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
47.05%
Minimum
Jun 2021
65.04%
Maximum
May 2019
53.49%
Average
47.05%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Folli Follie Commercial Manufacturing And Technical SA | 93.50% |
Jumbo SA | 44.50% |
Intralot SA | 95.48% |
Flanigan'S Enterprises Inc | 69.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.63 |
Beta (5Y) | 0.747 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.44% |
Historical Sharpe Ratio (5Y) | 0.5476 |
Historical Sortino (5Y) | 0.6987 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.52% |