Greif Inc (GEF)
69.44
-0.39
(-0.56%)
USD |
NYSE |
Nov 21, 16:00
69.44
0.00 (0.00%)
Pre-Market: 20:00
Greif Max Drawdown (5Y): 57.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 57.82% |
September 30, 2024 | 57.82% |
August 31, 2024 | 57.82% |
July 31, 2024 | 57.82% |
June 30, 2024 | 57.82% |
May 31, 2024 | 57.82% |
April 30, 2024 | 57.82% |
March 31, 2024 | 57.82% |
February 29, 2024 | 57.82% |
January 31, 2024 | 57.82% |
December 31, 2023 | 57.82% |
November 30, 2023 | 57.82% |
October 31, 2023 | 57.82% |
September 30, 2023 | 57.82% |
August 31, 2023 | 57.82% |
July 31, 2023 | 57.82% |
June 30, 2023 | 57.82% |
May 31, 2023 | 57.82% |
April 30, 2023 | 57.82% |
March 31, 2023 | 57.82% |
February 28, 2023 | 57.82% |
January 31, 2023 | 57.82% |
December 31, 2022 | 57.82% |
November 30, 2022 | 57.82% |
October 31, 2022 | 57.82% |
Date | Value |
---|---|
September 30, 2022 | 57.82% |
August 31, 2022 | 57.82% |
July 31, 2022 | 57.82% |
June 30, 2022 | 57.82% |
May 31, 2022 | 57.82% |
April 30, 2022 | 57.82% |
March 31, 2022 | 57.82% |
February 28, 2022 | 57.82% |
January 31, 2022 | 57.82% |
December 31, 2021 | 57.82% |
November 30, 2021 | 57.82% |
October 31, 2021 | 57.82% |
September 30, 2021 | 57.82% |
August 31, 2021 | 57.82% |
July 31, 2021 | 57.82% |
June 30, 2021 | 57.82% |
May 31, 2021 | 57.82% |
April 30, 2021 | 57.82% |
March 31, 2021 | 57.82% |
February 28, 2021 | 57.82% |
January 31, 2021 | 57.82% |
December 31, 2020 | 57.82% |
November 30, 2020 | 57.82% |
October 31, 2020 | 57.82% |
September 30, 2020 | 57.82% |
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
57.53%
Minimum
Nov 2019
57.82%
Maximum
Mar 2020
57.80%
Average
57.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Packaging Corp of America | 37.05% |
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
Hyliion Holdings Corp | -- |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3840 |
Beta (5Y) | 0.9068 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.37% |
Historical Sharpe Ratio (5Y) | 0.3728 |
Historical Sortino (5Y) | 0.5717 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.07% |