Generac Holdings Inc (GNRC)
128.64
+1.02
(+0.80%)
USD |
NYSE |
May 02, 16:00
128.99
+0.34
(+0.27%)
After-Hours: 18:08
Generac Holdings Max Drawdown (5Y): 83.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.75% |
| March 31, 2024 | 83.75% |
| February 29, 2024 | 83.75% |
| January 31, 2024 | 83.75% |
| December 31, 2023 | 83.75% |
| November 30, 2023 | 83.75% |
| October 31, 2023 | 83.75% |
| September 30, 2023 | 82.25% |
| August 31, 2023 | 82.25% |
| July 31, 2023 | 82.25% |
| June 30, 2023 | 82.25% |
| May 31, 2023 | 82.25% |
| April 30, 2023 | 82.25% |
| March 31, 2023 | 82.25% |
| February 28, 2023 | 82.25% |
| January 31, 2023 | 82.25% |
| December 31, 2022 | 82.25% |
| November 30, 2022 | 80.83% |
| October 31, 2022 | 78.36% |
| September 30, 2022 | 66.18% |
| August 31, 2022 | 59.55% |
| July 31, 2022 | 59.55% |
| June 30, 2022 | 59.55% |
| May 31, 2022 | 59.55% |
| April 30, 2022 | 56.63% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.19% |
| February 28, 2022 | 49.19% |
| January 31, 2022 | 49.19% |
| December 31, 2021 | 43.57% |
| November 30, 2021 | 43.57% |
| October 31, 2021 | 43.57% |
| September 30, 2021 | 43.57% |
| August 31, 2021 | 43.57% |
| July 31, 2021 | 43.57% |
| June 30, 2021 | 44.43% |
| May 31, 2021 | 45.84% |
| April 30, 2021 | 45.84% |
| March 31, 2021 | 45.84% |
| February 28, 2021 | 45.84% |
| January 31, 2021 | 45.84% |
| December 31, 2020 | 45.84% |
| November 30, 2020 | 54.37% |
| October 31, 2020 | 55.44% |
| September 30, 2020 | 55.44% |
| August 31, 2020 | 55.44% |
| July 31, 2020 | 56.06% |
| June 30, 2020 | 56.06% |
| May 31, 2020 | 56.06% |
| April 30, 2020 | 56.06% |
| March 31, 2020 | 56.06% |
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
43.57%
Minimum
Jul 2021
83.75%
Maximum
Oct 2023
61.98%
Average
56.06%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| A.O. Smith Corp | 46.84% |
| Franklin Electric Co Inc | 32.02% |
| Regal Rexnord Corp | 42.32% |
| Servotronics Inc | 55.06% |
| Aura Systems Inc | 95.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.126 |
| Beta (5Y) | 1.406 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.17% |
| Historical Sharpe Ratio (5Y) | 0.3411 |
| Historical Sortino (5Y) | 0.5513 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.27% |