Global Industrial Co (GIC)
35.11
+0.59
(+1.71%)
USD |
NYSE |
May 02, 16:00
35.11
0.00 (0.00%)
After-Hours: 20:00
Global Industrial Max Drawdown (5Y): 55.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 55.22% |
| March 31, 2024 | 55.22% |
| February 29, 2024 | 55.22% |
| January 31, 2024 | 55.22% |
| December 31, 2023 | 55.22% |
| November 30, 2023 | 55.22% |
| October 31, 2023 | 55.22% |
| September 30, 2023 | 55.22% |
| August 31, 2023 | 55.22% |
| July 31, 2023 | 55.22% |
| June 30, 2023 | 55.22% |
| May 31, 2023 | 55.22% |
| April 30, 2023 | 55.22% |
| March 31, 2023 | 55.22% |
| February 28, 2023 | 55.22% |
| January 31, 2023 | 55.22% |
| December 31, 2022 | 55.22% |
| November 30, 2022 | 55.22% |
| October 31, 2022 | 55.22% |
| September 30, 2022 | 55.22% |
| August 31, 2022 | 55.22% |
| July 31, 2022 | 55.22% |
| June 30, 2022 | 55.22% |
| May 31, 2022 | 55.22% |
| April 30, 2022 | 55.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 55.22% |
| February 28, 2022 | 55.22% |
| January 31, 2022 | 55.22% |
| December 31, 2021 | 59.84% |
| November 30, 2021 | 59.84% |
| October 31, 2021 | 59.84% |
| September 30, 2021 | 59.84% |
| August 31, 2021 | 62.74% |
| July 31, 2021 | 63.09% |
| June 30, 2021 | 63.09% |
| May 31, 2021 | 63.09% |
| April 30, 2021 | 63.09% |
| March 31, 2021 | 63.09% |
| February 28, 2021 | 63.09% |
| January 31, 2021 | 63.09% |
| December 31, 2020 | 63.09% |
| November 30, 2020 | 63.09% |
| October 31, 2020 | 63.09% |
| September 30, 2020 | 63.09% |
| August 31, 2020 | 63.09% |
| July 31, 2020 | 63.09% |
| June 30, 2020 | 63.32% |
| May 31, 2020 | 66.46% |
| April 30, 2020 | 66.46% |
| March 31, 2020 | 66.46% |
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
55.22%
Minimum
Jan 2022
66.46%
Maximum
May 2019
59.93%
Average
59.84%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| L.B. Foster Co | 77.90% |
| 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) | 4.446 |
| Beta (5Y) | 0.922 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.09% |
| Historical Sharpe Ratio (5Y) | 0.3865 |
| Historical Sortino (5Y) | 0.6631 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.94% |