Enerpac Tool Group Corp (EPAC)
48.74
+0.85
(+1.77%)
USD |
NYSE |
Nov 22, 16:00
48.73
-0.01
(-0.02%)
Pre-Market: 20:00
Enerpac Tool Group Max Drawdown (5Y): 53.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.61% |
| September 30, 2024 | 53.61% |
| August 31, 2024 | 53.61% |
| July 31, 2024 | 53.61% |
| June 30, 2024 | 53.61% |
| May 31, 2024 | 53.61% |
| April 30, 2024 | 53.61% |
| March 31, 2024 | 53.61% |
| February 29, 2024 | 53.61% |
| January 31, 2024 | 53.61% |
| December 31, 2023 | 53.61% |
| November 30, 2023 | 53.61% |
| October 31, 2023 | 53.61% |
| September 30, 2023 | 53.61% |
| August 31, 2023 | 53.61% |
| July 31, 2023 | 53.61% |
| June 30, 2023 | 53.61% |
| May 31, 2023 | 53.61% |
| April 30, 2023 | 53.61% |
| March 31, 2023 | 53.61% |
| February 28, 2023 | 53.61% |
| January 31, 2023 | 53.61% |
| December 31, 2022 | 53.61% |
| November 30, 2022 | 53.61% |
| October 31, 2022 | 53.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.61% |
| August 31, 2022 | 53.61% |
| July 31, 2022 | 53.61% |
| June 30, 2022 | 53.61% |
| May 31, 2022 | 53.61% |
| April 30, 2022 | 53.61% |
| March 31, 2022 | 53.61% |
| February 28, 2022 | 53.61% |
| January 31, 2022 | 53.61% |
| December 31, 2021 | 53.61% |
| November 30, 2021 | 53.61% |
| October 31, 2021 | 53.61% |
| September 30, 2021 | 53.61% |
| August 31, 2021 | 53.61% |
| July 31, 2021 | 53.61% |
| June 30, 2021 | 53.61% |
| May 31, 2021 | 53.61% |
| April 30, 2021 | 53.61% |
| March 31, 2021 | 53.61% |
| February 28, 2021 | 53.61% |
| January 31, 2021 | 53.61% |
| December 31, 2020 | 53.61% |
| November 30, 2020 | 53.61% |
| October 31, 2020 | 53.61% |
| September 30, 2020 | 53.61% |
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
53.61%
Minimum
Sep 2020
55.25%
Maximum
Nov 2019
53.88%
Average
53.61%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| American Superconductor Corp | 89.06% |
| Nordson Corp | 44.23% |
| Taylor Devices Inc | 66.49% |
| TPI Composites Inc | 97.57% |
| Serve Robotics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.627 |
| Beta (5Y) | 1.138 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.53% |
| Historical Sharpe Ratio (5Y) | 0.2755 |
| Historical Sortino (5Y) | 0.4722 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.92% |