Gencor Industries Inc (GENC)
21.76
+0.43
(+2.02%)
USD |
NYAM |
Nov 21, 16:00
21.76
0.00 (0.00%)
After-Hours: 20:00
Gencor Industries Max Drawdown (5Y): 50.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.08% |
| September 30, 2024 | 50.08% |
| August 31, 2024 | 50.08% |
| July 31, 2024 | 50.08% |
| June 30, 2024 | 50.08% |
| May 31, 2024 | 50.08% |
| April 30, 2024 | 50.08% |
| March 31, 2024 | 50.08% |
| February 29, 2024 | 50.08% |
| January 31, 2024 | 50.08% |
| December 31, 2023 | 50.08% |
| November 30, 2023 | 50.08% |
| October 31, 2023 | 50.08% |
| September 30, 2023 | 50.08% |
| August 31, 2023 | 50.08% |
| July 31, 2023 | 50.08% |
| June 30, 2023 | 50.08% |
| May 31, 2023 | 50.08% |
| April 30, 2023 | 50.08% |
| March 31, 2023 | 50.08% |
| February 28, 2023 | 50.08% |
| January 31, 2023 | 50.08% |
| December 31, 2022 | 50.08% |
| November 30, 2022 | 50.08% |
| October 31, 2022 | 50.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.08% |
| August 31, 2022 | 49.24% |
| July 31, 2022 | 49.24% |
| June 30, 2022 | 48.64% |
| May 31, 2022 | 48.64% |
| April 30, 2022 | 48.26% |
| March 31, 2022 | 48.26% |
| February 28, 2022 | 48.26% |
| January 31, 2022 | 48.26% |
| December 31, 2021 | 48.26% |
| November 30, 2021 | 48.26% |
| October 31, 2021 | 48.26% |
| September 30, 2021 | 48.26% |
| August 31, 2021 | 48.26% |
| July 31, 2021 | 48.26% |
| June 30, 2021 | 48.26% |
| May 31, 2021 | 48.26% |
| April 30, 2021 | 48.26% |
| March 31, 2021 | 48.26% |
| February 28, 2021 | 48.26% |
| January 31, 2021 | 48.26% |
| December 31, 2020 | 48.26% |
| November 30, 2020 | 48.26% |
| October 31, 2020 | 48.26% |
| September 30, 2020 | 48.26% |
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
42.01%
Minimum
Nov 2019
50.08%
Maximum
Sep 2022
48.75%
Average
48.45%
Median
Max Drawdown (5Y) Benchmarks
| 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) | 2.181 |
| Beta (5Y) | 0.4047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.79% |
| Historical Sharpe Ratio (5Y) | 0.2572 |
| Historical Sortino (5Y) | 0.5168 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.86% |