Graco Inc (GGG)

84.71 -0.04 (-0.05%) USD  |  NYSE  |  Dec 20, 16:00
84.74 +0.03 (+0.04%) Pre-Market: 20:00
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Graco Max Drawdown (5Y): 30.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Crane Co --
Flowserve Corp 64.82%
Ocean Power Technologies Inc 99.88%
SIFCO Industries Inc 91.73%
Nuburu Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.385
Beta (5Y) 0.8322
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.59%
Historical Sharpe Ratio (5Y) 0.5298
Historical Sortino (5Y) 0.8688
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.82%