Graham Corp (GHM)
43.35
+0.61
(+1.43%)
USD |
NYSE |
Nov 21, 16:00
43.35
0.00 (0.00%)
After-Hours: 20:00
Graham Max Drawdown (5Y): 74.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.81% |
| September 30, 2024 | 74.81% |
| August 31, 2024 | 74.81% |
| July 31, 2024 | 74.81% |
| June 30, 2024 | 74.81% |
| May 31, 2024 | 74.81% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 61.56% |
| November 30, 2020 | 61.56% |
| October 31, 2020 | 61.56% |
| September 30, 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
Jan 2021
74.81%
Maximum
Jul 2022
68.54%
Average
72.75%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Parker Hannifin Corp | 54.68% |
| Crane Co | -- |
| Curtiss-Wright Corp | 48.73% |
| VSE Corp | 76.09% |
| Mueller Water Products Inc | 46.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.816 |
| Beta (5Y) | 0.5583 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.98% |
| Historical Sharpe Ratio (5Y) | 0.0771 |
| Historical Sortino (5Y) | 0.1262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.54% |