Genuine Parts Co (GPC)
161.76
-1.62
(-0.99%)
USD |
NYSE |
Apr 24, 13:53
Genuine Parts Max Drawdown (5Y): 54.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 54.89% |
February 29, 2024 | 54.89% |
January 31, 2024 | 54.89% |
December 31, 2023 | 54.89% |
November 30, 2023 | 54.89% |
October 31, 2023 | 54.89% |
September 30, 2023 | 54.89% |
August 31, 2023 | 54.89% |
July 31, 2023 | 54.89% |
June 30, 2023 | 54.89% |
May 31, 2023 | 54.89% |
April 30, 2023 | 54.89% |
March 31, 2023 | 54.89% |
February 28, 2023 | 54.89% |
January 31, 2023 | 54.89% |
December 31, 2022 | 54.89% |
November 30, 2022 | 54.89% |
October 31, 2022 | 54.89% |
September 30, 2022 | 54.89% |
August 31, 2022 | 54.89% |
July 31, 2022 | 54.89% |
June 30, 2022 | 54.89% |
May 31, 2022 | 54.89% |
April 30, 2022 | 54.89% |
March 31, 2022 | 54.89% |
Date | Value |
---|---|
February 28, 2022 | 54.89% |
January 31, 2022 | 54.89% |
December 31, 2021 | 54.89% |
November 30, 2021 | 54.89% |
October 31, 2021 | 54.89% |
September 30, 2021 | 54.89% |
August 31, 2021 | 54.89% |
July 31, 2021 | 54.89% |
June 30, 2021 | 54.89% |
May 31, 2021 | 54.89% |
April 30, 2021 | 54.89% |
March 31, 2021 | 54.89% |
February 28, 2021 | 54.89% |
January 31, 2021 | 54.89% |
December 31, 2020 | 54.89% |
November 30, 2020 | 54.89% |
October 31, 2020 | 54.89% |
September 30, 2020 | 54.89% |
August 31, 2020 | 54.89% |
July 31, 2020 | 54.89% |
June 30, 2020 | 54.89% |
May 31, 2020 | 54.89% |
April 30, 2020 | 54.89% |
March 31, 2020 | 54.89% |
February 29, 2020 | 26.53% |
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
26.53%
Minimum
Apr 2019
54.89%
Maximum
Mar 2020
49.69%
Average
54.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
LKQ Corp | 68.02% |
RumbleON Inc | 98.22% |
CarMax Inc | 64.04% |
Cheetah Net Supply Chain Service Inc | -- |
Group 1 Automotive Inc | 70.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.544 |
Beta (5Y) | 0.9406 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.42% |
Historical Sharpe Ratio (5Y) | 0.282 |
Historical Sortino (5Y) | 0.3955 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.84% |