Generac Holdings Inc (GNRC)
183.52
+3.33
(+1.85%)
USD |
NYSE |
Nov 21, 16:00
183.56
+0.04
(+0.02%)
After-Hours: 20:00
Generac Holdings Max Drawdown (5Y): 83.75% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.75% |
| September 30, 2024 | 83.75% |
| August 31, 2024 | 83.75% |
| July 31, 2024 | 83.75% |
| June 30, 2024 | 83.75% |
| May 31, 2024 | 83.75% |
| April 30, 2024 | 83.75% |
| March 31, 2024 | 83.75% |
| February 29, 2024 | 83.75% |
| January 31, 2024 | 83.75% |
| December 31, 2023 | 83.75% |
| November 30, 2023 | 83.75% |
| October 31, 2023 | 83.75% |
| September 30, 2023 | 82.25% |
| August 31, 2023 | 82.25% |
| July 31, 2023 | 82.25% |
| June 30, 2023 | 82.25% |
| May 31, 2023 | 82.25% |
| April 30, 2023 | 82.25% |
| March 31, 2023 | 82.25% |
| February 28, 2023 | 82.25% |
| January 31, 2023 | 82.25% |
| December 31, 2022 | 82.25% |
| November 30, 2022 | 80.83% |
| October 31, 2022 | 78.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.18% |
| August 31, 2022 | 59.55% |
| July 31, 2022 | 59.55% |
| June 30, 2022 | 59.55% |
| May 31, 2022 | 59.55% |
| April 30, 2022 | 56.63% |
| March 31, 2022 | 49.19% |
| February 28, 2022 | 49.19% |
| January 31, 2022 | 49.19% |
| December 31, 2021 | 43.57% |
| November 30, 2021 | 43.57% |
| October 31, 2021 | 43.57% |
| September 30, 2021 | 43.57% |
| August 31, 2021 | 44.43% |
| July 31, 2021 | 45.84% |
| June 30, 2021 | 45.84% |
| May 31, 2021 | 45.84% |
| April 30, 2021 | 45.84% |
| March 31, 2021 | 45.84% |
| February 28, 2021 | 45.84% |
| January 31, 2021 | 54.37% |
| December 31, 2020 | 55.44% |
| November 30, 2020 | 55.44% |
| October 31, 2020 | 55.44% |
| September 30, 2020 | 56.06% |
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
43.57%
Minimum
Sep 2021
83.75%
Maximum
Oct 2023
65.17%
Average
58.09%
Median
Max Drawdown (5Y) Benchmarks
| Regal Rexnord Corp | 42.32% |
| A.O. Smith Corp | 46.84% |
| Franklin Electric Co Inc | 32.02% |
| Aura Systems Inc | 95.43% |
| American Power Group Corp | 98.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.615 |
| Beta (5Y) | 1.366 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.33% |
| Historical Sharpe Ratio (5Y) | 0.1723 |
| Historical Sortino (5Y) | 0.2822 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.27% |