Gencor Industries Inc (GENC)
12.57
-0.19
(-1.49%)
USD |
NYAM |
Mar 28, 16:00
12.57
0.00 (0.00%)
After-Hours: 20:00
Gencor Industries Max Drawdown (5Y): 51.47% for Feb. 28, 2025
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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
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Max Drawdown (5Y) Benchmarks
| Arq Inc | 91.19% |
| Astec Industries Inc | 62.42% |
| Columbus McKinnon Corp | 67.52% |
| Gibraltar Industries Inc | 63.23% |
| Resolute Holdings Management Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.675 |
| Beta (5Y) | 0.4525 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.61% |
| Historical Sharpe Ratio (5Y) | 0.0914 |
| Historical Sortino (5Y) | 0.1498 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.54% |