Global Industrial Co (GIC)

25.48 +0.38 (+1.51%) USD  |  NYSE  |  Dec 24, 16:00
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Global Industrial Max Drawdown (5Y): 55.22% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Median

Max Drawdown (5Y) Benchmarks

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L.B. Foster Co 81.28%
Transcat Inc 47.85%
Ryerson Holding Corp 79.69%
Beacon Roofing Supply Inc 81.98%
EVI Industries Inc 83.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.472
Beta (5Y) 0.8644
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.62%
Historical Sharpe Ratio (5Y) 0.1785
Historical Sortino (5Y) 0.3101
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.31%