Graham Corp (GHM)
30.00
-0.65
(-2.12%)
USD |
NYSE |
Mar 28, 10:00
Graham Max Drawdown (5Y): 74.81% 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
| Applied Industrial Technologies Inc | 59.29% |
| Mueller Water Products Inc | 46.66% |
| Gibraltar Industries Inc | 63.23% |
| Generac Holdings Inc | 83.75% |
| Gates Industrial Corp PLC | 70.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.641 |
| Beta (5Y) | 0.7303 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.78% |
| Historical Sharpe Ratio (5Y) | 0.3078 |
| Historical Sortino (5Y) | 0.5547 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.19% |