Glatfelter Corp (GLT)
1.65
-0.04
(-2.37%)
USD |
NYSE |
May 03, 16:00
1.655
0.00 (0.00%)
After-Hours: 20:00
Glatfelter Max Drawdown (5Y): 92.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.86% |
March 31, 2024 | 92.86% |
February 29, 2024 | 92.86% |
January 31, 2024 | 92.64% |
December 31, 2023 | 92.64% |
November 30, 2023 | 92.64% |
October 31, 2023 | 91.92% |
September 30, 2023 | 89.60% |
August 31, 2023 | 89.60% |
July 31, 2023 | 89.60% |
June 30, 2023 | 89.60% |
May 31, 2023 | 89.60% |
April 30, 2023 | 89.60% |
March 31, 2023 | 89.60% |
February 28, 2023 | 89.60% |
January 31, 2023 | 89.60% |
December 31, 2022 | 89.60% |
November 30, 2022 | 89.60% |
October 31, 2022 | 89.60% |
September 30, 2022 | 84.45% |
August 31, 2022 | 76.10% |
July 31, 2022 | 69.85% |
June 30, 2022 | 67.32% |
May 31, 2022 | 64.58% |
April 30, 2022 | 64.58% |
Date | Value |
---|---|
March 31, 2022 | 64.58% |
February 28, 2022 | 64.58% |
January 31, 2022 | 64.58% |
December 31, 2021 | 64.58% |
November 30, 2021 | 64.58% |
October 31, 2021 | 64.58% |
September 30, 2021 | 64.58% |
August 31, 2021 | 64.58% |
July 31, 2021 | 64.58% |
June 30, 2021 | 64.58% |
May 31, 2021 | 64.58% |
April 30, 2021 | 64.58% |
March 31, 2021 | 64.58% |
February 28, 2021 | 64.58% |
January 31, 2021 | 64.58% |
December 31, 2020 | 64.58% |
November 30, 2020 | 64.58% |
October 31, 2020 | 64.58% |
September 30, 2020 | 64.58% |
August 31, 2020 | 64.58% |
July 31, 2020 | 64.58% |
June 30, 2020 | 64.58% |
May 31, 2020 | 64.58% |
April 30, 2020 | 64.58% |
March 31, 2020 | 64.58% |
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
64.58%
Minimum
May 2019
92.86%
Maximum
Feb 2024
73.52%
Average
64.58%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Alcoa Corp | 90.90% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -57.91 |
Beta (5Y) | 1.735 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.51% |
Historical Sharpe Ratio (5Y) | -0.5889 |
Historical Sortino (5Y) | -1.063 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.03% |