Greenbrier Companies Inc (GBX)
51.19
+1.64
(+3.31%)
USD |
NYSE |
May 02, 16:00
51.19
0.00 (0.00%)
After-Hours: 17:46
Greenbrier Max Drawdown (5Y): 78.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.67% |
March 31, 2024 | 78.67% |
February 29, 2024 | 78.67% |
January 31, 2024 | 78.67% |
December 31, 2023 | 78.67% |
November 30, 2023 | 78.67% |
October 31, 2023 | 78.67% |
September 30, 2023 | 78.67% |
August 31, 2023 | 78.67% |
July 31, 2023 | 78.67% |
June 30, 2023 | 78.67% |
May 31, 2023 | 78.67% |
April 30, 2023 | 78.67% |
March 31, 2023 | 78.67% |
February 28, 2023 | 78.67% |
January 31, 2023 | 78.67% |
December 31, 2022 | 78.67% |
November 30, 2022 | 78.67% |
October 31, 2022 | 78.67% |
September 30, 2022 | 78.67% |
August 31, 2022 | 78.67% |
July 31, 2022 | 78.67% |
June 30, 2022 | 78.67% |
May 31, 2022 | 78.67% |
April 30, 2022 | 78.67% |
Date | Value |
---|---|
March 31, 2022 | 78.67% |
February 28, 2022 | 78.67% |
January 31, 2022 | 78.67% |
December 31, 2021 | 78.67% |
November 30, 2021 | 78.67% |
October 31, 2021 | 78.67% |
September 30, 2021 | 78.67% |
August 31, 2021 | 78.67% |
July 31, 2021 | 78.67% |
June 30, 2021 | 78.67% |
May 31, 2021 | 78.67% |
April 30, 2021 | 78.67% |
March 31, 2021 | 78.67% |
February 28, 2021 | 78.67% |
January 31, 2021 | 78.67% |
December 31, 2020 | 78.67% |
November 30, 2020 | 78.67% |
October 31, 2020 | 78.67% |
September 30, 2020 | 78.67% |
August 31, 2020 | 78.67% |
July 31, 2020 | 78.67% |
June 30, 2020 | 78.67% |
May 31, 2020 | 78.67% |
April 30, 2020 | 78.67% |
March 31, 2020 | 77.54% |
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
72.28%
Minimum
May 2019
78.67%
Maximum
Apr 2020
77.58%
Average
78.67%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Westinghouse Air Brake Technologies Corp | 64.08% |
FreightCar America Inc | 96.77% |
Trinity Industries Inc | 60.57% |
Manitowoc Co Inc | 83.07% |
Steelcase Inc | 68.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.04 |
Beta (5Y) | 1.651 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.04% |
Historical Sharpe Ratio (5Y) | 0.1547 |
Historical Sortino (5Y) | 0.3019 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.51% |