Greenbrier Companies Inc (GBX)
65.95
+1.61
(+2.50%)
USD |
NYSE |
Nov 21, 16:00
65.29
-0.66
(-1.00%)
Pre-Market: 05:23
Greenbrier Max Drawdown (5Y): 78.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.67% |
| September 30, 2024 | 78.67% |
| August 31, 2024 | 78.67% |
| July 31, 2024 | 78.67% |
| June 30, 2024 | 78.67% |
| May 31, 2024 | 78.67% |
| April 30, 2024 | 78.67% |
| March 31, 2024 | 78.67% |
| February 29, 2024 | 78.67% |
| January 31, 2024 | 78.67% |
| December 31, 2023 | 78.67% |
| November 30, 2023 | 78.67% |
| October 31, 2023 | 78.67% |
| September 30, 2023 | 78.67% |
| August 31, 2023 | 78.67% |
| July 31, 2023 | 78.67% |
| June 30, 2023 | 78.67% |
| May 31, 2023 | 78.67% |
| April 30, 2023 | 78.67% |
| March 31, 2023 | 78.67% |
| February 28, 2023 | 78.67% |
| January 31, 2023 | 78.67% |
| December 31, 2022 | 78.67% |
| November 30, 2022 | 78.67% |
| October 31, 2022 | 78.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 78.67% |
| August 31, 2022 | 78.67% |
| July 31, 2022 | 78.67% |
| June 30, 2022 | 78.67% |
| May 31, 2022 | 78.67% |
| April 30, 2022 | 78.67% |
| March 31, 2022 | 78.67% |
| February 28, 2022 | 78.67% |
| January 31, 2022 | 78.67% |
| December 31, 2021 | 78.67% |
| November 30, 2021 | 78.67% |
| October 31, 2021 | 78.67% |
| September 30, 2021 | 78.67% |
| August 31, 2021 | 78.67% |
| July 31, 2021 | 78.67% |
| June 30, 2021 | 78.67% |
| May 31, 2021 | 78.67% |
| April 30, 2021 | 78.67% |
| March 31, 2021 | 78.67% |
| February 28, 2021 | 78.67% |
| January 31, 2021 | 78.67% |
| December 31, 2020 | 78.67% |
| November 30, 2020 | 78.67% |
| October 31, 2020 | 78.67% |
| September 30, 2020 | 78.67% |
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
72.28%
Minimum
Nov 2019
78.67%
Maximum
Apr 2020
78.22%
Average
78.67%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Westinghouse Air Brake Technologies Corp | 64.08% |
| FreightCar America Inc | 97.47% |
| Trinity Industries Inc | 60.57% |
| Oshkosh Corp | 48.68% |
| Carpenter Technology Corp | 74.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.872 |
| Beta (5Y) | 1.508 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.15% |
| Historical Sharpe Ratio (5Y) | 0.3182 |
| Historical Sortino (5Y) | 0.6089 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.81% |