GSE Systems Inc (GVP)
2.549
+0.15
(+6.20%)
USD |
NASDAQ |
May 03, 16:00
2.55
0.00 (0.00%)
After-Hours: 20:00
GSE Systems Max Drawdown (5Y): 95.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.62% |
| March 31, 2024 | 95.62% |
| February 29, 2024 | 95.62% |
| January 31, 2024 | 95.62% |
| December 31, 2023 | 95.13% |
| November 30, 2023 | 95.13% |
| October 31, 2023 | 95.13% |
| September 30, 2023 | 93.65% |
| August 31, 2023 | 91.03% |
| July 31, 2023 | 91.03% |
| June 30, 2023 | 91.03% |
| May 31, 2023 | 89.21% |
| April 30, 2023 | 85.00% |
| March 31, 2023 | 85.00% |
| February 28, 2023 | 85.00% |
| January 31, 2023 | 85.00% |
| December 31, 2022 | 85.00% |
| November 30, 2022 | 85.00% |
| October 31, 2022 | 78.89% |
| September 30, 2022 | 77.15% |
| August 31, 2022 | 77.15% |
| July 31, 2022 | 77.15% |
| June 30, 2022 | 77.15% |
| May 31, 2022 | 77.15% |
| April 30, 2022 | 77.15% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.15% |
| February 28, 2022 | 77.15% |
| January 31, 2022 | 77.15% |
| December 31, 2021 | 77.15% |
| November 30, 2021 | 77.15% |
| October 31, 2021 | 77.15% |
| September 30, 2021 | 77.15% |
| August 31, 2021 | 77.15% |
| July 31, 2021 | 77.15% |
| June 30, 2021 | 77.15% |
| May 31, 2021 | 77.15% |
| April 30, 2021 | 77.15% |
| March 31, 2021 | 77.15% |
| February 28, 2021 | 77.15% |
| January 31, 2021 | 77.15% |
| December 31, 2020 | 77.15% |
| November 30, 2020 | 77.15% |
| October 31, 2020 | 77.15% |
| September 30, 2020 | 77.15% |
| August 31, 2020 | 77.15% |
| July 31, 2020 | 77.15% |
| June 30, 2020 | 77.15% |
| May 31, 2020 | 77.15% |
| April 30, 2020 | 77.15% |
| March 31, 2020 | 77.15% |
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
71.95%
Minimum
Dec 2019
95.62%
Maximum
Jan 2024
81.14%
Average
77.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| American Software Inc | 68.64% |
| Issuer Direct Corp | 64.52% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.73 |
| Beta (5Y) | 1.239 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.36% |
| Historical Sharpe Ratio (5Y) | -0.4732 |
| Historical Sortino (5Y) | -1.008 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.34% |