GRAVITY Co Ltd (GRVY)
68.00
-0.32
(-0.47%)
USD |
NASDAQ |
Nov 14, 11:16
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 | 75.46% |
August 31, 2021 | 75.46% |
July 31, 2021 | 83.32% |
June 30, 2021 | 83.32% |
May 31, 2021 | 84.60% |
April 30, 2021 | 86.62% |
March 31, 2021 | 86.62% |
February 28, 2021 | 87.66% |
January 31, 2021 | 88.71% |
December 31, 2020 | 88.71% |
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
Aug 2021
89.00%
Maximum
Nov 2019
83.60%
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% |