Garrett Motion Inc (GTX)
7.91
-0.02
(-0.25%)
USD |
NASDAQ |
Nov 13, 16:00
7.905
0.00 (0.00%)
After-Hours: 20:00
Garrett Motion Max Drawdown (5Y): 93.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 93.08% |
September 30, 2024 | 93.08% |
August 31, 2024 | 93.08% |
July 31, 2024 | 93.08% |
June 30, 2024 | 93.08% |
May 31, 2024 | 93.08% |
April 30, 2024 | 93.08% |
March 31, 2024 | 93.08% |
February 29, 2024 | 93.08% |
January 31, 2024 | 93.08% |
December 31, 2023 | 93.08% |
November 30, 2023 | 93.08% |
October 31, 2023 | 93.08% |
September 30, 2023 | 93.08% |
August 31, 2023 | 93.08% |
July 31, 2023 | 93.08% |
June 30, 2023 | 93.08% |
May 31, 2023 | 93.08% |
April 30, 2023 | 93.08% |
March 31, 2023 | 93.08% |
February 28, 2023 | 93.08% |
January 31, 2023 | 93.08% |
December 31, 2022 | 93.08% |
November 30, 2022 | 93.08% |
October 31, 2022 | 93.08% |
Date | Value |
---|---|
September 30, 2022 | 93.08% |
August 31, 2022 | 93.08% |
July 31, 2022 | 93.08% |
June 30, 2022 | 93.08% |
May 31, 2022 | 93.08% |
April 30, 2022 | 93.08% |
March 31, 2022 | 93.08% |
February 28, 2022 | 93.08% |
January 31, 2022 | 93.08% |
December 31, 2021 | 93.08% |
November 30, 2021 | 93.08% |
October 31, 2021 | 93.08% |
September 30, 2021 | 93.08% |
August 31, 2021 | 93.08% |
July 31, 2021 | 93.08% |
June 30, 2021 | 93.08% |
May 31, 2021 | 93.08% |
April 30, 2021 | 93.08% |
March 31, 2021 | 93.08% |
February 28, 2021 | 93.08% |
January 31, 2021 | 93.08% |
December 31, 2020 | 93.08% |
November 30, 2020 | 93.08% |
October 31, 2020 | 93.08% |
September 30, 2020 | 93.08% |
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
54.44%
Minimum
Nov 2019
93.08%
Maximum
Sep 2020
89.97%
Average
93.08%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Dana Inc | 86.96% |
Dorman Products Inc | 50.78% |
Gentex Corp | 35.99% |
Monro Inc | 71.50% |
Motorcar Parts of America Inc | 83.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.24 |
Beta (5Y) | 1.168 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.01% |
Historical Sharpe Ratio (5Y) | -0.1037 |
Historical Sortino (5Y) | -0.1479 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.11% |