GRAVITY Co Ltd (GRVY)
67.50
+1.37
(+2.07%)
USD |
NASDAQ |
May 03, 16:00
67.36
-0.14
(-0.20%)
After-Hours: 20:00
GRAVITY Max Drawdown (5Y): 83.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 89.00% |
| July 31, 2020 | 89.00% |
| June 30, 2020 | 89.00% |
| May 31, 2020 | 89.00% |
| April 30, 2020 | 89.00% |
| March 31, 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
May 2019
84.18%
Average
83.17%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
| KT Corp | 60.25% |
| SK Telecom Co Ltd | 44.06% |
| NAVER Corp | -- |
| DoubleDown Interactive Co Ltd | -- |
| Hanryu Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.11 |
| Beta (5Y) | 0.9226 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.63% |
| Historical Sharpe Ratio (5Y) | -0.0129 |
| Historical Sortino (5Y) | -0.0272 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.48% |