Garmin Ltd (GRMN)
208.99
+3.57
(+1.74%)
USD |
NYSE |
Dec 20, 16:00
209.70
+0.71
(+0.34%)
After-Hours: 20:00
Garmin Max Drawdown (5Y): 54.62% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.261 |
| Beta (5Y) | 0.9732 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.58% |
| Historical Sharpe Ratio (5Y) | 0.5834 |
| Historical Sortino (5Y) | 0.985 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.67% |