Generac Holdings Inc (GNRC)

156.26 +0.14 (+0.09%) USD  |  NYSE  |  Dec 20, 16:00
156.88 +0.62 (+0.40%) After-Hours: 20:00
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Generac Holdings Max Drawdown (5Y): 83.75% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Max Drawdown (5Y) Benchmarks

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Regal Rexnord Corp 42.32%
A.O. Smith Corp 46.84%
Franklin Electric Co Inc 32.02%
RBC Bearings Inc 55.06%
Aura Systems Inc 95.43%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.090
Beta (5Y) 1.386
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 52.49%
Historical Sharpe Ratio (5Y) 0.2175
Historical Sortino (5Y) 0.3576
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.27%