Garmin Ltd (GRMN)
209.11
+3.52
(+1.71%)
USD |
NYSE |
Nov 21, 16:00
209.04
-0.07
(-0.03%)
Pre-Market: 20:00
Garmin Max Drawdown (5Y): 54.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.62% |
| September 30, 2024 | 54.62% |
| August 31, 2024 | 54.62% |
| July 31, 2024 | 54.62% |
| June 30, 2024 | 54.62% |
| May 31, 2024 | 54.62% |
| April 30, 2024 | 54.62% |
| March 31, 2024 | 54.62% |
| February 29, 2024 | 54.62% |
| January 31, 2024 | 54.62% |
| December 31, 2023 | 54.62% |
| November 30, 2023 | 54.62% |
| October 31, 2023 | 54.62% |
| September 30, 2023 | 54.62% |
| August 31, 2023 | 54.62% |
| July 31, 2023 | 54.62% |
| June 30, 2023 | 54.62% |
| May 31, 2023 | 54.62% |
| April 30, 2023 | 54.62% |
| March 31, 2023 | 54.62% |
| February 28, 2023 | 54.62% |
| January 31, 2023 | 54.62% |
| December 31, 2022 | 54.62% |
| November 30, 2022 | 54.62% |
| October 31, 2022 | 54.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.56% |
| August 31, 2022 | 49.24% |
| July 31, 2022 | 46.78% |
| June 30, 2022 | 46.78% |
| May 31, 2022 | 44.26% |
| April 30, 2022 | 38.55% |
| March 31, 2022 | 38.55% |
| February 28, 2022 | 38.17% |
| January 31, 2022 | 38.17% |
| December 31, 2021 | 38.17% |
| November 30, 2021 | 38.17% |
| October 31, 2021 | 38.17% |
| September 30, 2021 | 38.17% |
| August 31, 2021 | 38.17% |
| July 31, 2021 | 38.17% |
| June 30, 2021 | 38.17% |
| May 31, 2021 | 38.17% |
| April 30, 2021 | 38.17% |
| March 31, 2021 | 38.17% |
| February 28, 2021 | 38.17% |
| January 31, 2021 | 41.31% |
| December 31, 2020 | 44.00% |
| November 30, 2020 | 44.00% |
| October 31, 2020 | 44.00% |
| September 30, 2020 | 44.81% |
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
38.17%
Minimum
Feb 2021
54.62%
Maximum
Oct 2022
47.43%
Average
44.81%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.103 |
| Beta (5Y) | 0.9706 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.45% |
| Historical Sharpe Ratio (5Y) | 0.6058 |
| Historical Sortino (5Y) | 0.9491 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.67% |