Gates Industrial Corp PLC (GTES)
20.78
+0.04
(+0.19%)
USD |
NYSE |
Nov 15, 16:00
20.78
0.00 (0.00%)
Pre-Market: 20:00
Gates Industrial Max Drawdown (5Y): 70.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.06% |
| September 30, 2024 | 70.06% |
| August 31, 2024 | 70.06% |
| July 31, 2024 | 70.06% |
| June 30, 2024 | 70.06% |
| May 31, 2024 | 70.06% |
| April 30, 2024 | 70.06% |
| March 31, 2024 | 70.06% |
| February 29, 2024 | 70.06% |
| January 31, 2024 | 70.06% |
| December 31, 2023 | 70.06% |
| November 30, 2023 | 70.06% |
| October 31, 2023 | 70.06% |
| September 30, 2023 | 70.06% |
| August 31, 2023 | 70.06% |
| July 31, 2023 | 70.06% |
| June 30, 2023 | 70.06% |
| May 31, 2023 | 70.06% |
| April 30, 2023 | 70.06% |
| March 31, 2023 | 70.06% |
| February 28, 2023 | 70.06% |
| January 31, 2023 | 70.06% |
| December 31, 2022 | 70.06% |
| November 30, 2022 | 70.06% |
| October 31, 2022 | 70.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.06% |
| August 31, 2022 | 70.06% |
| July 31, 2022 | 70.06% |
| June 30, 2022 | 70.06% |
| May 31, 2022 | 70.06% |
| April 30, 2022 | 70.06% |
| March 31, 2022 | 70.06% |
| February 28, 2022 | 70.06% |
| January 31, 2022 | 70.06% |
| December 31, 2021 | 70.06% |
| November 30, 2021 | 70.06% |
| October 31, 2021 | 70.06% |
| September 30, 2021 | 70.06% |
| August 31, 2021 | 70.06% |
| July 31, 2021 | 70.06% |
| June 30, 2021 | 70.06% |
| May 31, 2021 | 70.06% |
| April 30, 2021 | 70.06% |
| March 31, 2021 | 70.06% |
| February 28, 2021 | 70.06% |
| January 31, 2021 | 70.06% |
| December 31, 2020 | 70.06% |
| November 30, 2020 | 70.06% |
| October 31, 2020 | 70.06% |
| September 30, 2020 | 70.06% |
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
61.41%
Minimum
Nov 2019
70.06%
Maximum
Mar 2020
69.49%
Average
70.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Broadwind Inc | 87.35% |
| CVD Equipment Corp | 84.75% |
| Ocean Power Technologies Inc | 99.88% |
| SIFCO Industries Inc | 90.63% |
| Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.117 |
| Beta (5Y) | 1.384 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.29% |
| Historical Sharpe Ratio (5Y) | 0.3151 |
| Historical Sortino (5Y) | 0.432 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.88% |