Graham Corp (GHM)

40.76 +0.16 (+0.39%) USD  |  NYSE  |  Dec 20, 16:00
40.75 -0.01 (-0.02%) After-Hours: 20:00
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Graham Max Drawdown (5Y): 74.81% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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RBC Bearings Inc 55.06%
Federal Signal Corp 32.96%
Kadant Inc 51.98%
Regal Rexnord Corp 42.32%
Parker Hannifin Corp 54.68%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.460
Beta (5Y) 0.7264
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.21%
Historical Sharpe Ratio (5Y) 0.3281
Historical Sortino (5Y) 0.5584
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.54%