Greenbrier Companies Inc (GBX)

62.35 +0.21 (+0.34%) USD  |  NYSE  |  Dec 20, 16:00
62.30 -0.05 (-0.08%) After-Hours: 20:00
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Greenbrier Max Drawdown (5Y): 78.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Westinghouse Air Brake Technologies Corp 64.08%
Pitney Bowes Inc 89.82%
FreightCar America Inc 97.47%
Trinity Industries Inc 60.57%
Cummins Inc 44.05%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.2225
Beta (5Y) 1.537
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 52.43%
Historical Sharpe Ratio (5Y) 0.3958
Historical Sortino (5Y) 0.7662
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.89%