GrafTech International Ltd (EAF)
1.48
-0.01
(-0.67%)
USD |
NYSE |
Apr 18, 16:00
1.60
+0.12
(+8.11%)
Pre-Market: 20:00
GrafTech International Max Drawdown (5Y): 91.20% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.20% |
| February 29, 2024 | 91.20% |
| January 31, 2024 | 90.56% |
| December 31, 2023 | 85.49% |
| November 30, 2023 | 83.38% |
| October 31, 2023 | 80.35% |
| September 30, 2023 | 80.35% |
| August 31, 2023 | 80.35% |
| July 31, 2023 | 80.35% |
| June 30, 2023 | 80.35% |
| May 31, 2023 | 80.35% |
| April 30, 2023 | 78.98% |
| March 31, 2023 | 78.98% |
| February 28, 2023 | 78.98% |
| January 31, 2023 | 78.98% |
| December 31, 2022 | 78.98% |
| November 30, 2022 | 78.98% |
| October 31, 2022 | 78.93% |
| September 30, 2022 | 78.63% |
| August 31, 2022 | 71.07% |
| July 31, 2022 | 71.07% |
| June 30, 2022 | 71.07% |
| May 31, 2022 | 71.07% |
| April 30, 2022 | 71.07% |
| March 31, 2022 | 71.07% |
| Date | Value |
|---|---|
| February 28, 2022 | 71.07% |
| January 31, 2022 | 71.07% |
| December 31, 2021 | 71.07% |
| November 30, 2021 | 71.07% |
| October 31, 2021 | 71.07% |
| September 30, 2021 | 71.07% |
| August 31, 2021 | 71.07% |
| July 31, 2021 | 71.07% |
| June 30, 2021 | 71.07% |
| May 31, 2021 | 71.07% |
| April 30, 2021 | 71.07% |
| March 31, 2021 | 71.07% |
| February 28, 2021 | 71.07% |
| January 31, 2021 | 71.07% |
| December 31, 2020 | 71.07% |
| November 30, 2020 | 71.07% |
| October 31, 2020 | 71.07% |
| September 30, 2020 | 71.07% |
| August 31, 2020 | 71.07% |
| July 31, 2020 | 71.07% |
| June 30, 2020 | 71.07% |
| May 31, 2020 | 71.07% |
| April 30, 2020 | 69.58% |
| March 31, 2020 | 69.58% |
| February 29, 2020 | 61.49% |
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
50.84%
Minimum
Apr 2019
91.20%
Maximum
Feb 2024
71.17%
Average
71.07%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Boeing Co | 77.92% |
| Advanced Energy Industries Inc | 62.28% |
| Preformed Line Products Co | 59.51% |
| Plug Power Inc | 96.69% |
| Ultralife Corp | 67.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.14 |
| Beta (5Y) | 1.137 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.24% |
| Historical Sharpe Ratio (5Y) | -0.7424 |
| Historical Sortino (5Y) | -1.193 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.00% |