Gencor Industries Inc (GENC)

17.98 -0.08 (-0.44%) USD  |  NYAM  |  Dec 20, 16:00
17.51 -0.47 (-2.61%) Pre-Market: 20:00
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Gencor Industries Max Drawdown (5Y): 51.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Max Drawdown (5Y) Benchmarks

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Astec Industries Inc 62.42%
Caterpillar Inc 43.36%
Columbus McKinnon Corp 55.22%
Art's-Way Manufacturing Co Inc 80.71%
The Eastern Co 51.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.914
Beta (5Y) 0.4305
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.62%
Historical Sharpe Ratio (5Y) 0.3377
Historical Sortino (5Y) 0.6708
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.79%