Glatfelter Corp (GLT)
1.55
-0.07
(-4.32%)
USD |
NYSE |
Apr 24, 16:00
1.555
0.00 (0.00%)
After-Hours: 20:00
Glatfelter Max Drawdown (5Y): 92.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 92.86% |
| February 29, 2024 | 92.86% |
| January 31, 2024 | 92.64% |
| December 31, 2023 | 92.64% |
| November 30, 2023 | 92.64% |
| October 31, 2023 | 91.92% |
| September 30, 2023 | 89.60% |
| August 31, 2023 | 89.60% |
| July 31, 2023 | 89.60% |
| June 30, 2023 | 89.60% |
| May 31, 2023 | 89.60% |
| April 30, 2023 | 89.60% |
| March 31, 2023 | 89.60% |
| February 28, 2023 | 89.60% |
| January 31, 2023 | 89.60% |
| December 31, 2022 | 89.60% |
| November 30, 2022 | 89.60% |
| October 31, 2022 | 89.60% |
| September 30, 2022 | 84.45% |
| August 31, 2022 | 76.10% |
| July 31, 2022 | 69.85% |
| June 30, 2022 | 67.32% |
| May 31, 2022 | 64.58% |
| April 30, 2022 | 64.58% |
| March 31, 2022 | 64.58% |
| Date | Value |
|---|---|
| February 28, 2022 | 64.58% |
| January 31, 2022 | 64.58% |
| December 31, 2021 | 64.58% |
| November 30, 2021 | 64.58% |
| October 31, 2021 | 64.58% |
| September 30, 2021 | 64.58% |
| August 31, 2021 | 64.58% |
| July 31, 2021 | 64.58% |
| June 30, 2021 | 64.58% |
| May 31, 2021 | 64.58% |
| April 30, 2021 | 64.58% |
| March 31, 2021 | 64.58% |
| February 28, 2021 | 64.58% |
| January 31, 2021 | 64.58% |
| December 31, 2020 | 64.58% |
| November 30, 2020 | 64.58% |
| October 31, 2020 | 64.58% |
| September 30, 2020 | 64.58% |
| August 31, 2020 | 64.58% |
| July 31, 2020 | 64.58% |
| June 30, 2020 | 64.58% |
| May 31, 2020 | 64.58% |
| April 30, 2020 | 64.58% |
| March 31, 2020 | 64.58% |
| February 29, 2020 | 64.58% |
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
64.58%
Minimum
Apr 2019
92.86%
Maximum
Feb 2024
73.04%
Average
64.58%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Alcoa Corp | 90.90% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.59 |
| Beta (5Y) | 1.694 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.32% |
| Historical Sharpe Ratio (5Y) | -0.4971 |
| Historical Sortino (5Y) | -0.8838 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.03% |