Gibraltar Industries Inc (ROCK)
71.69
+0.45
(+0.63%)
USD |
NASDAQ |
May 03, 16:00
71.67
-0.02
(-0.03%)
After-Hours: 20:00
Gibraltar Industries Max Drawdown (5Y): 63.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.23% |
March 31, 2024 | 63.23% |
February 29, 2024 | 63.23% |
January 31, 2024 | 63.23% |
December 31, 2023 | 63.23% |
November 30, 2023 | 63.23% |
October 31, 2023 | 63.23% |
September 30, 2023 | 63.23% |
August 31, 2023 | 63.23% |
July 31, 2023 | 63.23% |
June 30, 2023 | 63.23% |
May 31, 2023 | 63.23% |
April 30, 2023 | 63.23% |
March 31, 2023 | 63.23% |
February 28, 2023 | 63.23% |
January 31, 2023 | 63.23% |
December 31, 2022 | 63.23% |
November 30, 2022 | 63.23% |
October 31, 2022 | 63.23% |
September 30, 2022 | 63.23% |
August 31, 2022 | 63.12% |
July 31, 2022 | 63.12% |
June 30, 2022 | 63.12% |
May 31, 2022 | 63.12% |
April 30, 2022 | 62.53% |
Date | Value |
---|---|
March 31, 2022 | 57.47% |
February 28, 2022 | 54.69% |
January 31, 2022 | 47.26% |
December 31, 2021 | 44.02% |
November 30, 2021 | 44.02% |
October 31, 2021 | 44.02% |
September 30, 2021 | 44.02% |
August 31, 2021 | 44.02% |
July 31, 2021 | 44.02% |
June 30, 2021 | 44.02% |
May 31, 2021 | 44.02% |
April 30, 2021 | 44.02% |
March 31, 2021 | 44.02% |
February 28, 2021 | 44.02% |
January 31, 2021 | 44.02% |
December 31, 2020 | 44.02% |
November 30, 2020 | 44.02% |
October 31, 2020 | 44.02% |
September 30, 2020 | 44.02% |
August 31, 2020 | 44.02% |
July 31, 2020 | 44.02% |
June 30, 2020 | 44.02% |
May 31, 2020 | 44.02% |
April 30, 2020 | 44.02% |
March 31, 2020 | 44.02% |
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
43.89%
Minimum
May 2019
63.23%
Maximum
Sep 2022
52.44%
Average
44.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Chicago Rivet & Machine Co | 58.85% |
CPI Aerostructures Inc | 92.55% |
Ault Alliance Inc | 100.00% |
Espey Manufacturing & Electronics Corp | 54.31% |
Gencor Industries Inc | 50.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.941 |
Beta (5Y) | 1.201 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.16% |
Historical Sharpe Ratio (5Y) | 0.2537 |
Historical Sortino (5Y) | 0.5097 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.57% |