Graphic Packaging Holding Co (GPK)
29.21
+0.40
(+1.39%)
USD |
NYSE |
Nov 22, 11:52
Graphic Packaging Max Drawdown (5Y): 36.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.93% |
| September 30, 2024 | 36.93% |
| August 31, 2024 | 36.93% |
| July 31, 2024 | 36.93% |
| June 30, 2024 | 36.93% |
| May 31, 2024 | 36.93% |
| April 30, 2024 | 36.93% |
| March 31, 2024 | 36.93% |
| February 29, 2024 | 36.93% |
| January 31, 2024 | 36.93% |
| December 31, 2023 | 36.93% |
| November 30, 2023 | 37.67% |
| October 31, 2023 | 37.67% |
| September 30, 2023 | 37.67% |
| August 31, 2023 | 37.67% |
| July 31, 2023 | 37.67% |
| June 30, 2023 | 37.67% |
| May 31, 2023 | 37.67% |
| April 30, 2023 | 37.67% |
| March 31, 2023 | 37.67% |
| February 28, 2023 | 37.67% |
| January 31, 2023 | 37.67% |
| December 31, 2022 | 37.67% |
| November 30, 2022 | 37.67% |
| October 31, 2022 | 37.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.67% |
| August 31, 2022 | 37.67% |
| July 31, 2022 | 37.67% |
| June 30, 2022 | 37.67% |
| May 31, 2022 | 37.67% |
| April 30, 2022 | 37.67% |
| March 31, 2022 | 37.67% |
| February 28, 2022 | 37.67% |
| January 31, 2022 | 37.67% |
| December 31, 2021 | 37.67% |
| November 30, 2021 | 37.67% |
| October 31, 2021 | 37.67% |
| September 30, 2021 | 37.67% |
| August 31, 2021 | 37.67% |
| July 31, 2021 | 37.67% |
| June 30, 2021 | 37.67% |
| May 31, 2021 | 37.67% |
| April 30, 2021 | 37.67% |
| March 31, 2021 | 37.67% |
| February 28, 2021 | 37.67% |
| January 31, 2021 | 37.67% |
| December 31, 2020 | 37.67% |
| November 30, 2020 | 37.67% |
| October 31, 2020 | 37.67% |
| September 30, 2020 | 37.67% |
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
36.93%
Minimum
Dec 2023
37.67%
Maximum
Nov 2019
37.53%
Average
37.67%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Crocs Inc | 75.18% |
| Columbia Sportswear Co | 47.22% |
| Forward Industries Inc | 93.24% |
| Fossil Group Inc | 96.71% |
| G-III Apparel Group Ltd | 93.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.343 |
| Beta (5Y) | 0.8320 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.77% |
| Historical Sharpe Ratio (5Y) | 0.5084 |
| Historical Sortino (5Y) | 0.7647 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.40% |