General Dynamics Corp (GD)
260.62
+0.97
(+0.37%)
USD |
NYSE |
Jan 08, 14:21
General Dynamics Max Drawdown (5Y): 51.65% for Dec. 31, 2024
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
Boeing Co | 77.92% |
Lockheed Martin Corp | 36.66% |
RTX Corp | 51.84% |
GE Aerospace | 81.01% |
L3Harris Technologies Inc | 38.16% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.122 |
Beta (5Y) | 0.6138 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.26% |
Historical Sharpe Ratio (5Y) | 0.3667 |
Historical Sortino (5Y) | 0.4248 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.05% |