GRAVITY Co Ltd (GRVY)
65.26
+0.26
(+0.40%)
USD |
NASDAQ |
Nov 22, 11:12
GRAVITY Max Drawdown (5Y): 83.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.17% |
| September 30, 2024 | 83.17% |
| August 31, 2024 | 83.17% |
| July 31, 2024 | 83.17% |
| June 30, 2024 | 83.17% |
| May 31, 2024 | 83.17% |
| April 30, 2024 | 83.17% |
| March 31, 2024 | 83.17% |
| February 29, 2024 | 83.17% |
| January 31, 2024 | 83.17% |
| December 31, 2023 | 83.17% |
| November 30, 2023 | 83.17% |
| October 31, 2023 | 83.17% |
| September 30, 2023 | 83.17% |
| August 31, 2023 | 83.17% |
| July 31, 2023 | 83.17% |
| June 30, 2023 | 83.17% |
| May 31, 2023 | 83.17% |
| April 30, 2023 | 83.17% |
| March 31, 2023 | 83.17% |
| February 28, 2023 | 83.17% |
| January 31, 2023 | 83.17% |
| December 31, 2022 | 83.17% |
| November 30, 2022 | 81.31% |
| October 31, 2022 | 80.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.36% |
| August 31, 2022 | 80.36% |
| July 31, 2022 | 80.36% |
| June 30, 2022 | 80.36% |
| May 31, 2022 | 80.36% |
| April 30, 2022 | 80.36% |
| March 31, 2022 | 80.36% |
| February 28, 2022 | 79.25% |
| January 31, 2022 | 75.46% |
| December 31, 2021 | 75.46% |
| November 30, 2021 | 75.46% |
| October 31, 2021 | 75.46% |
| September 30, 2021 | 83.32% |
| August 31, 2021 | 83.32% |
| July 31, 2021 | 84.60% |
| June 30, 2021 | 86.62% |
| May 31, 2021 | 86.62% |
| April 30, 2021 | 87.66% |
| March 31, 2021 | 88.71% |
| February 28, 2021 | 88.71% |
| January 31, 2021 | 89.00% |
| December 31, 2020 | 89.00% |
| November 30, 2020 | 89.00% |
| October 31, 2020 | 89.00% |
| September 30, 2020 | 89.00% |
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
75.46%
Minimum
Oct 2021
89.00%
Maximum
Nov 2019
84.05%
Average
83.17%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
| KT Corp | 60.25% |
| SK Telecom Co Ltd | 45.94% |
| NAVER Corp | -- |
| DoubleDown Interactive Co Ltd | -- |
| Hanryu Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.789 |
| Beta (5Y) | 1.338 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.69% |
| Historical Sharpe Ratio (5Y) | 0.1861 |
| Historical Sortino (5Y) | 0.4423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.39% |