Gentherm Inc (THRM)
43.89
+0.62
(+1.43%)
USD |
NASDAQ |
Nov 04, 16:00
43.88
-0.02
(-0.03%)
After-Hours: 20:00
Gentherm Max Drawdown (5Y): 60.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.24% |
| September 30, 2024 | 60.24% |
| August 31, 2024 | 60.24% |
| July 31, 2024 | 60.24% |
| June 30, 2024 | 60.24% |
| May 31, 2024 | 60.24% |
| April 30, 2024 | 60.24% |
| March 31, 2024 | 60.24% |
| February 29, 2024 | 60.24% |
| January 31, 2024 | 60.24% |
| December 31, 2023 | 60.24% |
| November 30, 2023 | 60.24% |
| October 31, 2023 | 59.20% |
| September 30, 2023 | 51.07% |
| August 31, 2023 | 51.07% |
| July 31, 2023 | 51.07% |
| June 30, 2023 | 51.07% |
| May 31, 2023 | 51.07% |
| April 30, 2023 | 51.07% |
| March 31, 2023 | 51.07% |
| February 28, 2023 | 51.07% |
| January 31, 2023 | 51.07% |
| December 31, 2022 | 51.07% |
| November 30, 2022 | 51.07% |
| October 31, 2022 | 51.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.07% |
| August 31, 2022 | 51.07% |
| July 31, 2022 | 51.07% |
| June 30, 2022 | 51.07% |
| May 31, 2022 | 51.07% |
| April 30, 2022 | 51.07% |
| March 31, 2022 | 51.07% |
| February 28, 2022 | 51.07% |
| January 31, 2022 | 51.07% |
| December 31, 2021 | 51.07% |
| November 30, 2021 | 51.07% |
| October 31, 2021 | 51.07% |
| September 30, 2021 | 51.07% |
| August 31, 2021 | 52.64% |
| July 31, 2021 | 52.64% |
| June 30, 2021 | 52.64% |
| May 31, 2021 | 52.64% |
| April 30, 2021 | 52.64% |
| March 31, 2021 | 52.64% |
| February 28, 2021 | 52.64% |
| January 31, 2021 | 52.64% |
| December 31, 2020 | 52.64% |
| November 30, 2020 | 52.64% |
| October 31, 2020 | 52.64% |
| September 30, 2020 | 52.64% |
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
51.07%
Minimum
Sep 2021
60.24%
Maximum
Nov 2023
53.62%
Average
52.64%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Standard Motor Products Inc | 48.25% |
| Stoneridge Inc | 81.20% |
| Tesla Inc | 73.63% |
| General Motors Co | 59.94% |
| Twin Vee PowerCats Co | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.83 |
| Beta (5Y) | 1.437 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.34% |
| Historical Sharpe Ratio (5Y) | -0.0594 |
| Historical Sortino (5Y) | -0.1006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.29% |