Quanex Building Products Corp (NX)
34.78
+0.56
(+1.64%)
USD |
NYSE |
May 03, 16:00
34.72
-0.06
(-0.17%)
Pre-Market: 20:00
Quanex Building Products Max Drawdown (5Y): 65.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.03% |
March 31, 2024 | 65.03% |
February 29, 2024 | 65.03% |
January 31, 2024 | 65.03% |
December 31, 2023 | 65.03% |
November 30, 2023 | 65.03% |
October 31, 2023 | 65.03% |
September 30, 2023 | 65.03% |
August 31, 2023 | 65.03% |
July 31, 2023 | 65.03% |
June 30, 2023 | 65.03% |
May 31, 2023 | 65.03% |
April 30, 2023 | 65.03% |
March 31, 2023 | 65.03% |
February 28, 2023 | 65.03% |
January 31, 2023 | 65.03% |
December 31, 2022 | 65.03% |
November 30, 2022 | 65.03% |
October 31, 2022 | 65.03% |
September 30, 2022 | 65.03% |
August 31, 2022 | 65.03% |
July 31, 2022 | 65.03% |
June 30, 2022 | 65.03% |
May 31, 2022 | 65.03% |
April 30, 2022 | 65.03% |
Date | Value |
---|---|
March 31, 2022 | 65.03% |
February 28, 2022 | 65.03% |
January 31, 2022 | 65.03% |
December 31, 2021 | 65.03% |
November 30, 2021 | 65.03% |
October 31, 2021 | 65.03% |
September 30, 2021 | 65.03% |
August 31, 2021 | 65.03% |
July 31, 2021 | 65.03% |
June 30, 2021 | 65.03% |
May 31, 2021 | 65.03% |
April 30, 2021 | 65.03% |
March 31, 2021 | 65.03% |
February 28, 2021 | 65.03% |
January 31, 2021 | 65.03% |
December 31, 2020 | 65.03% |
November 30, 2020 | 65.03% |
October 31, 2020 | 65.03% |
September 30, 2020 | 65.03% |
August 31, 2020 | 65.03% |
July 31, 2020 | 65.03% |
June 30, 2020 | 65.03% |
May 31, 2020 | 65.03% |
April 30, 2020 | 65.03% |
March 31, 2020 | 65.03% |
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
48.21%
Minimum
May 2019
65.03%
Maximum
Mar 2020
62.22%
Average
65.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PGT Innovations Inc (DELISTED) | 72.56% |
Janus International Group Inc | -- |
Ampco-Pittsburgh Corp | 89.56% |
Techprecision Corp | 71.63% |
Safe & Green Holdings Corp | 99.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8935 |
Beta (5Y) | 1.377 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.69% |
Historical Sharpe Ratio (5Y) | 0.3642 |
Historical Sortino (5Y) | 0.4421 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.82% |