GATX Corp (GATX)
158.90
+4.62
(+2.99%)
USD |
NYSE |
Nov 21, 16:00
158.86
-0.04
(-0.03%)
Pre-Market: 20:00
GATX Max Drawdown (5Y): 38.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.30% |
| September 30, 2024 | 38.30% |
| August 31, 2024 | 38.30% |
| July 31, 2024 | 38.30% |
| June 30, 2024 | 38.30% |
| May 31, 2024 | 38.30% |
| April 30, 2024 | 38.30% |
| March 31, 2024 | 38.30% |
| February 29, 2024 | 38.30% |
| January 31, 2024 | 38.30% |
| December 31, 2023 | 38.30% |
| November 30, 2023 | 38.30% |
| October 31, 2023 | 38.30% |
| September 30, 2023 | 38.30% |
| August 31, 2023 | 38.30% |
| July 31, 2023 | 38.30% |
| June 30, 2023 | 38.30% |
| May 31, 2023 | 38.30% |
| April 30, 2023 | 38.30% |
| March 31, 2023 | 38.30% |
| February 28, 2023 | 38.30% |
| January 31, 2023 | 38.30% |
| December 31, 2022 | 38.30% |
| November 30, 2022 | 38.30% |
| October 31, 2022 | 38.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.30% |
| August 31, 2022 | 38.30% |
| July 31, 2022 | 38.30% |
| June 30, 2022 | 38.30% |
| May 31, 2022 | 38.30% |
| April 30, 2022 | 38.30% |
| March 31, 2022 | 38.30% |
| February 28, 2022 | 38.30% |
| January 31, 2022 | 38.30% |
| December 31, 2021 | 38.30% |
| November 30, 2021 | 38.30% |
| October 31, 2021 | 38.30% |
| September 30, 2021 | 38.30% |
| August 31, 2021 | 38.30% |
| July 31, 2021 | 38.30% |
| June 30, 2021 | 38.30% |
| May 31, 2021 | 38.30% |
| April 30, 2021 | 38.30% |
| March 31, 2021 | 38.30% |
| February 28, 2021 | 38.30% |
| January 31, 2021 | 39.13% |
| December 31, 2020 | 46.77% |
| November 30, 2020 | 46.77% |
| October 31, 2020 | 46.77% |
| September 30, 2020 | 46.77% |
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
38.30%
Minimum
Feb 2021
46.77%
Maximum
Nov 2019
40.29%
Average
38.30%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Willis Lease Finance Corp | 79.76% |
| Air Lease Corp | 78.22% |
| FTAI Aviation Ltd | 72.53% |
| H&E Equipment Services Inc | 76.53% |
| McGrath RentCorp | 43.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5786 |
| Beta (5Y) | 0.9473 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.82% |
| Historical Sharpe Ratio (5Y) | 0.4344 |
| Historical Sortino (5Y) | 0.6887 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.33% |