Graham Corp (GHM)
27.70
+0.06
(+0.22%)
USD |
NYSE |
May 02, 16:00
27.70
0.00 (0.00%)
After-Hours: 20:00
Graham Max Drawdown (5Y): 74.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.81% |
March 31, 2024 | 74.81% |
February 29, 2024 | 74.81% |
January 31, 2024 | 74.81% |
December 31, 2023 | 74.81% |
November 30, 2023 | 74.81% |
October 31, 2023 | 74.81% |
September 30, 2023 | 74.81% |
August 31, 2023 | 74.81% |
July 31, 2023 | 74.81% |
June 30, 2023 | 74.81% |
May 31, 2023 | 74.81% |
April 30, 2023 | 74.81% |
March 31, 2023 | 74.81% |
February 28, 2023 | 74.81% |
January 31, 2023 | 74.81% |
December 31, 2022 | 74.81% |
November 30, 2022 | 74.81% |
October 31, 2022 | 74.81% |
September 30, 2022 | 74.81% |
August 31, 2022 | 74.81% |
July 31, 2022 | 74.81% |
June 30, 2022 | 74.05% |
May 31, 2022 | 72.75% |
April 30, 2022 | 72.75% |
Date | Value |
---|---|
March 31, 2022 | 72.30% |
February 28, 2022 | 70.04% |
January 31, 2022 | 61.08% |
December 31, 2021 | 61.08% |
November 30, 2021 | 61.08% |
October 31, 2021 | 61.08% |
September 30, 2021 | 61.08% |
August 31, 2021 | 61.08% |
July 31, 2021 | 61.08% |
June 30, 2021 | 61.08% |
May 31, 2021 | 61.08% |
April 30, 2021 | 61.08% |
March 31, 2021 | 61.08% |
February 28, 2021 | 61.08% |
January 31, 2021 | 61.08% |
December 31, 2020 | 61.08% |
November 30, 2020 | 61.08% |
October 31, 2020 | 61.56% |
September 30, 2020 | 61.56% |
August 31, 2020 | 61.56% |
July 31, 2020 | 61.56% |
June 30, 2020 | 61.56% |
May 31, 2020 | 61.56% |
April 30, 2020 | 61.56% |
March 31, 2020 | 61.56% |
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
61.08%
Minimum
Nov 2020
74.81%
Maximum
Jul 2022
67.20%
Average
61.56%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Mueller Water Products, Inc. | 46.66% |
Ault Alliance Inc | 100.00% |
Omega Flex Inc | 64.09% |
Smith & Wesson Brands Inc | 81.49% |
Axon Enterprise Inc | 58.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7419 |
Beta (5Y) | 0.5804 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.23% |
Historical Sharpe Ratio (5Y) | 0.1295 |
Historical Sortino (5Y) | 0.2104 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.54% |