GrafTech International Ltd (EAF)
2.15
-0.03
(-1.38%)
USD |
NYSE |
Nov 13, 16:00
2.15
0.00 (0.00%)
After-Hours: 20:00
GrafTech International Max Drawdown (5Y): 96.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.13% |
| September 30, 2024 | 96.13% |
| August 31, 2024 | 96.13% |
| July 31, 2024 | 94.55% |
| June 30, 2024 | 93.24% |
| May 31, 2024 | 91.20% |
| April 30, 2024 | 91.20% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
52.61%
Minimum
Nov 2019
96.13%
Maximum
Aug 2024
76.04%
Average
71.07%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Advanced Energy Industries Inc | 62.28% |
| Preformed Line Products Co | 59.51% |
| Plug Power Inc | 97.80% |
| Ultralife Corp | 67.97% |
| Flux Power Holdings Inc | 93.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.49 |
| Beta (5Y) | 0.9408 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.03% |
| Historical Sharpe Ratio (5Y) | -0.4578 |
| Historical Sortino (5Y) | -0.9374 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.08% |