Greif Inc (GEF.B)
63.07
+0.59
(+0.94%)
USD |
NYSE |
May 01, 16:00
63.07
0.00 (0.00%)
After-Hours: 20:00
Greif Max Drawdown (5Y): 49.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.34% |
March 31, 2024 | 49.34% |
February 29, 2024 | 49.34% |
January 31, 2024 | 49.34% |
December 31, 2023 | 49.34% |
November 30, 2023 | 49.34% |
October 31, 2023 | 49.34% |
September 30, 2023 | 49.34% |
August 31, 2023 | 49.34% |
July 31, 2023 | 49.34% |
June 30, 2023 | 49.34% |
May 31, 2023 | 49.34% |
April 30, 2023 | 49.34% |
March 31, 2023 | 49.34% |
February 28, 2023 | 49.34% |
January 31, 2023 | 49.34% |
December 31, 2022 | 49.34% |
November 30, 2022 | 49.34% |
October 31, 2022 | 49.34% |
September 30, 2022 | 49.34% |
August 31, 2022 | 49.34% |
July 31, 2022 | 49.34% |
June 30, 2022 | 49.34% |
May 31, 2022 | 49.34% |
April 30, 2022 | 49.34% |
Date | Value |
---|---|
March 31, 2022 | 49.34% |
February 28, 2022 | 49.34% |
January 31, 2022 | 49.34% |
December 31, 2021 | 49.34% |
November 30, 2021 | 49.34% |
October 31, 2021 | 49.34% |
September 30, 2021 | 49.34% |
August 31, 2021 | 49.34% |
July 31, 2021 | 49.34% |
June 30, 2021 | 49.34% |
May 31, 2021 | 49.34% |
April 30, 2021 | 49.34% |
March 31, 2021 | 49.34% |
February 28, 2021 | 49.34% |
January 31, 2021 | 49.34% |
December 31, 2020 | 49.34% |
November 30, 2020 | 49.34% |
October 31, 2020 | 49.34% |
September 30, 2020 | 49.34% |
August 31, 2020 | 49.34% |
July 31, 2020 | 49.34% |
June 30, 2020 | 49.34% |
May 31, 2020 | 49.34% |
April 30, 2020 | 49.34% |
March 31, 2020 | 49.34% |
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
43.08%
Minimum
May 2019
49.34%
Maximum
Mar 2020
48.29%
Average
49.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.9277 |
Beta (5Y) | 0.6743 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.26% |
Historical Sharpe Ratio (5Y) | 0.2987 |
Historical Sortino (5Y) | 0.4845 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.67% |