Generac Holdings Inc (GNRC)
127.13
-3.96
(-3.02%)
USD |
NYSE |
Mar 28, 16:00
127.00
-0.13
(-0.10%)
After-Hours: 20:00
Generac Holdings Max Drawdown (5Y): 83.75% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Graham Corp | 74.81% |
| A.O. Smith Corp | 46.84% |
| Regal Rexnord Corp | 42.32% |
| Dover Corp | 45.23% |
| Franklin Electric Co Inc | 32.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.24 |
| Beta (5Y) | 1.498 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.25% |
| Historical Sharpe Ratio (5Y) | 0.0611 |
| Historical Sortino (5Y) | 0.1036 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.69% |