Gencor Industries Inc (GENC)
17.45
-0.01
(-0.06%)
USD |
NYAM |
May 03, 16:00
17.49
+0.04
(+0.23%)
After-Hours: 20:00
Gencor Industries Max Drawdown (5Y): 50.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.08% |
March 31, 2024 | 50.08% |
February 29, 2024 | 50.08% |
January 31, 2024 | 50.08% |
December 31, 2023 | 50.08% |
November 30, 2023 | 50.08% |
October 31, 2023 | 50.08% |
September 30, 2023 | 50.08% |
August 31, 2023 | 50.08% |
July 31, 2023 | 50.08% |
June 30, 2023 | 50.08% |
May 31, 2023 | 50.08% |
April 30, 2023 | 50.08% |
March 31, 2023 | 50.08% |
February 28, 2023 | 50.08% |
January 31, 2023 | 50.08% |
December 31, 2022 | 50.08% |
November 30, 2022 | 50.08% |
October 31, 2022 | 50.08% |
September 30, 2022 | 50.08% |
August 31, 2022 | 49.24% |
July 31, 2022 | 49.24% |
June 30, 2022 | 48.64% |
May 31, 2022 | 48.64% |
April 30, 2022 | 48.26% |
Date | Value |
---|---|
March 31, 2022 | 48.26% |
February 28, 2022 | 48.26% |
January 31, 2022 | 48.26% |
December 31, 2021 | 48.26% |
November 30, 2021 | 48.26% |
October 31, 2021 | 48.26% |
September 30, 2021 | 48.26% |
August 31, 2021 | 48.26% |
July 31, 2021 | 48.26% |
June 30, 2021 | 48.26% |
May 31, 2021 | 48.26% |
April 30, 2021 | 48.26% |
March 31, 2021 | 48.26% |
February 28, 2021 | 48.26% |
January 31, 2021 | 48.26% |
December 31, 2020 | 48.26% |
November 30, 2020 | 48.26% |
October 31, 2020 | 48.26% |
September 30, 2020 | 48.26% |
August 31, 2020 | 48.26% |
July 31, 2020 | 48.26% |
June 30, 2020 | 48.26% |
May 31, 2020 | 48.26% |
April 30, 2020 | 48.26% |
March 31, 2020 | 48.26% |
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
41.30%
Minimum
May 2019
50.08%
Maximum
Sep 2022
47.89%
Average
48.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Astec Industries Inc | 62.53% |
Caterpillar Inc | 43.36% |
Columbus McKinnon Corp | 55.22% |
Lightning eMotors Inc | -- |
Art's-Way Manufacturing Co Inc | 75.24% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4068 |
Beta (5Y) | 0.4855 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.90% |
Historical Sharpe Ratio (5Y) | 0.1793 |
Historical Sortino (5Y) | 0.3433 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.07% |