Guoco Group Ltd (GULRY)
21.89
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Guoco Group Max Drawdown (5Y): 51.64% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 51.64% |
| April 30, 2024 | 51.64% |
| March 31, 2024 | 51.64% |
| February 29, 2024 | 51.64% |
| January 31, 2024 | 51.64% |
| December 31, 2023 | 51.64% |
| November 30, 2023 | 51.64% |
| October 31, 2023 | 51.64% |
| September 30, 2023 | 51.64% |
| August 31, 2023 | 51.64% |
| July 31, 2023 | 51.64% |
| June 30, 2023 | 51.64% |
| May 31, 2023 | 50.11% |
| April 30, 2023 | 50.11% |
| March 31, 2023 | 50.11% |
| February 28, 2023 | 50.11% |
| January 31, 2023 | 50.11% |
| December 31, 2022 | 50.11% |
| November 30, 2022 | 50.00% |
| October 31, 2022 | 50.00% |
| September 30, 2022 | 41.36% |
| August 31, 2022 | 41.36% |
| July 31, 2022 | 41.36% |
| June 30, 2022 | 36.20% |
| May 31, 2022 | 36.20% |
| Date | Value |
|---|---|
| April 30, 2022 | 36.20% |
| March 31, 2022 | 32.52% |
| February 28, 2022 | 32.52% |
| January 31, 2022 | 32.52% |
| December 31, 2021 | 32.52% |
| November 30, 2021 | 31.19% |
| October 31, 2021 | 31.19% |
| September 30, 2021 | 31.19% |
| August 31, 2021 | 31.19% |
| July 31, 2021 | 28.30% |
| June 30, 2021 | 28.30% |
| May 31, 2021 | 28.30% |
| April 30, 2021 | 28.30% |
| March 31, 2021 | 28.30% |
| February 28, 2021 | 28.15% |
| January 31, 2021 | 28.15% |
| December 31, 2020 | 28.15% |
| November 30, 2020 | 28.15% |
| October 31, 2020 | 28.15% |
| September 30, 2020 | 27.10% |
| August 31, 2020 | 22.34% |
| July 31, 2020 | 22.34% |
| June 30, 2020 | 22.34% |
| May 31, 2020 | 22.34% |
| April 30, 2020 | 22.34% |
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
22.34%
Minimum
Jun 2019
51.64%
Maximum
Jun 2023
35.87%
Average
31.86%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.652 |
| Beta (5Y) | 0.2408 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.62% |
| Historical Sharpe Ratio (5Y) | -0.1938 |
| Historical Sortino (5Y) | -0.3006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.86% |