Gulf Island Fabrication Inc (GIFI)
6.99
-0.11
(-1.55%)
USD |
NASDAQ |
Nov 22, 16:00
6.99
0.00 (0.00%)
After-Hours: 16:00
Gulf Island Fabrication Max Drawdown (5Y): 80.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.43% |
| September 30, 2024 | 80.43% |
| August 31, 2024 | 80.43% |
| July 31, 2024 | 80.43% |
| June 30, 2024 | 80.43% |
| May 31, 2024 | 80.43% |
| April 30, 2024 | 80.43% |
| March 31, 2024 | 80.43% |
| February 29, 2024 | 80.43% |
| January 31, 2024 | 80.43% |
| December 31, 2023 | 80.43% |
| November 30, 2023 | 80.43% |
| October 31, 2023 | 80.43% |
| September 30, 2023 | 80.43% |
| August 31, 2023 | 80.43% |
| July 31, 2023 | 80.43% |
| June 30, 2023 | 80.43% |
| May 31, 2023 | 80.43% |
| April 30, 2023 | 80.43% |
| March 31, 2023 | 80.43% |
| February 28, 2023 | 80.43% |
| January 31, 2023 | 80.43% |
| December 31, 2022 | 80.43% |
| November 30, 2022 | 80.43% |
| October 31, 2022 | 80.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.43% |
| August 31, 2022 | 80.43% |
| July 31, 2022 | 80.43% |
| June 30, 2022 | 80.43% |
| May 31, 2022 | 80.43% |
| April 30, 2022 | 80.43% |
| March 31, 2022 | 80.43% |
| February 28, 2022 | 80.43% |
| January 31, 2022 | 80.43% |
| December 31, 2021 | 80.43% |
| November 30, 2021 | 80.43% |
| October 31, 2021 | 80.43% |
| September 30, 2021 | 80.43% |
| August 31, 2021 | 80.43% |
| July 31, 2021 | 80.43% |
| June 30, 2021 | 80.43% |
| May 31, 2021 | 80.43% |
| April 30, 2021 | 80.43% |
| March 31, 2021 | 80.43% |
| February 28, 2021 | 80.43% |
| January 31, 2021 | 80.43% |
| December 31, 2020 | 80.43% |
| November 30, 2020 | 80.43% |
| October 31, 2020 | 80.43% |
| September 30, 2020 | 80.43% |
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
79.89%
Minimum
Nov 2019
80.43%
Maximum
May 2020
80.38%
Average
80.43%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Tredegar Corp | 75.42% |
| Worthington Enterprises Inc | 62.76% |
| Hexcel Corp | 68.51% |
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.507 |
| Beta (5Y) | 0.4767 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.51% |
| Historical Sharpe Ratio (5Y) | -0.0311 |
| Historical Sortino (5Y) | -0.0616 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.74% |