Garmin Ltd (GRMN)
148.87
+0.89
(+0.60%)
USD |
NYSE |
Mar 28, 16:00
148.90
+0.03
(+0.02%)
After-Hours: 20:00
Garmin Max Drawdown (5Y): 54.62% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 54.62% |
January 31, 2024 | 54.62% |
December 31, 2023 | 54.62% |
November 30, 2023 | 54.62% |
October 31, 2023 | 54.62% |
September 30, 2023 | 54.62% |
August 31, 2023 | 54.62% |
July 31, 2023 | 54.62% |
June 30, 2023 | 54.62% |
May 31, 2023 | 54.62% |
April 30, 2023 | 54.62% |
March 31, 2023 | 54.62% |
February 28, 2023 | 54.62% |
January 31, 2023 | 54.62% |
December 31, 2022 | 54.62% |
November 30, 2022 | 54.62% |
October 31, 2022 | 54.62% |
September 30, 2022 | 53.56% |
August 31, 2022 | 49.24% |
July 31, 2022 | 46.78% |
June 30, 2022 | 46.78% |
May 31, 2022 | 44.26% |
April 30, 2022 | 38.55% |
March 31, 2022 | 38.55% |
February 28, 2022 | 38.17% |
Date | Value |
---|---|
January 31, 2022 | 38.17% |
December 31, 2021 | 38.17% |
November 30, 2021 | 38.17% |
October 31, 2021 | 38.17% |
September 30, 2021 | 38.17% |
August 31, 2021 | 38.17% |
July 31, 2021 | 38.17% |
June 30, 2021 | 38.17% |
May 31, 2021 | 38.17% |
April 30, 2021 | 38.17% |
March 31, 2021 | 38.17% |
February 28, 2021 | 38.17% |
January 31, 2021 | 38.17% |
December 31, 2020 | 38.17% |
November 30, 2020 | 41.31% |
October 31, 2020 | 44.00% |
September 30, 2020 | 44.00% |
August 31, 2020 | 44.00% |
July 31, 2020 | 44.81% |
June 30, 2020 | 44.81% |
May 31, 2020 | 44.81% |
April 30, 2020 | 44.81% |
March 31, 2020 | 44.81% |
February 29, 2020 | 44.81% |
January 31, 2020 | 44.81% |
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
38.17%
Minimum
Dec 2020
54.62%
Maximum
Oct 2022
45.90%
Average
44.81%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
NVIDIA Corp | 66.34% |
Palo Alto Networks Inc | 47.98% |
Logitech International SA | 67.80% |
WISeKey International Holding Ltd | 98.00% |
Sportradar Group AG | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.286 |
Beta (5Y) | 0.9756 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.41% |
Historical Sharpe Ratio (5Y) | 0.4248 |
Historical Sortino (5Y) | 0.6225 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.96% |