Graco Inc (GGG)
83.64
+0.40
(+0.48%)
USD |
NYSE |
Nov 05, 09:56
Graco Max Drawdown (5Y): 30.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.60% |
| September 30, 2024 | 30.60% |
| August 31, 2024 | 30.60% |
| July 31, 2024 | 30.60% |
| June 30, 2024 | 30.60% |
| May 31, 2024 | 30.60% |
| April 30, 2024 | 30.60% |
| March 31, 2024 | 30.60% |
| February 29, 2024 | 30.60% |
| January 31, 2024 | 30.60% |
| December 31, 2023 | 30.60% |
| November 30, 2023 | 30.60% |
| October 31, 2023 | 30.60% |
| September 30, 2023 | 30.60% |
| August 31, 2023 | 30.60% |
| July 31, 2023 | 30.60% |
| June 30, 2023 | 30.60% |
| May 31, 2023 | 30.60% |
| April 30, 2023 | 30.60% |
| March 31, 2023 | 30.60% |
| February 28, 2023 | 30.60% |
| January 31, 2023 | 30.60% |
| December 31, 2022 | 30.60% |
| November 30, 2022 | 30.60% |
| October 31, 2022 | 30.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.60% |
| August 31, 2022 | 30.60% |
| July 31, 2022 | 30.60% |
| June 30, 2022 | 30.60% |
| May 31, 2022 | 30.60% |
| April 30, 2022 | 30.60% |
| March 31, 2022 | 30.60% |
| February 28, 2022 | 30.60% |
| January 31, 2022 | 30.60% |
| December 31, 2021 | 30.60% |
| November 30, 2021 | 30.60% |
| October 31, 2021 | 30.60% |
| September 30, 2021 | 30.60% |
| August 31, 2021 | 30.60% |
| July 31, 2021 | 30.60% |
| June 30, 2021 | 30.60% |
| May 31, 2021 | 30.60% |
| April 30, 2021 | 30.60% |
| March 31, 2021 | 30.60% |
| February 28, 2021 | 30.60% |
| January 31, 2021 | 30.60% |
| December 31, 2020 | 30.60% |
| November 30, 2020 | 30.60% |
| October 31, 2020 | 30.60% |
| September 30, 2020 | 30.60% |
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
23.12%
Minimum
Nov 2019
30.60%
Maximum
Mar 2020
30.10%
Average
30.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Flowserve Corp | 64.82% |
| Crane Co | -- |
| Ocean Power Technologies Inc | 99.88% |
| SIFCO Industries Inc | 90.63% |
| Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9467 |
| Beta (5Y) | 0.8184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.52% |
| Historical Sharpe Ratio (5Y) | 0.4893 |
| Historical Sortino (5Y) | 0.7989 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.82% |