Graco Inc (GGG)
83.42
-1.02
(-1.21%)
USD |
NYSE |
Mar 28, 16:00
83.40
-0.02
(-0.02%)
After-Hours: 20:00
Graco Max Drawdown (5Y): 30.60% 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
| AMETEK Inc | 42.70% |
| Crane Co | -- |
| Flowserve Corp | 64.82% |
| Graham Corp | 74.81% |
| Gorman-Rupp Co | 49.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.015 |
| Beta (5Y) | 0.8300 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.15% |
| Historical Sharpe Ratio (5Y) | 0.4903 |
| Historical Sortino (5Y) | 0.9603 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.86% |