Green Plains Inc (GPRE)
11.94
-0.29
(-2.37%)
USD |
NASDAQ |
Nov 01, 16:00
11.94
0.00 (0.00%)
After-Hours: 20:00
Green Plains Max Drawdown (5Y): 86.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 86.50% |
September 30, 2024 | 86.50% |
August 31, 2024 | 86.50% |
July 31, 2024 | 86.50% |
June 30, 2024 | 86.50% |
May 31, 2024 | 86.50% |
April 30, 2024 | 86.50% |
March 31, 2024 | 86.50% |
February 29, 2024 | 86.50% |
January 31, 2024 | 86.50% |
December 31, 2023 | 86.50% |
November 30, 2023 | 86.50% |
October 31, 2023 | 86.50% |
September 30, 2023 | 86.50% |
August 31, 2023 | 86.50% |
July 31, 2023 | 86.50% |
June 30, 2023 | 86.50% |
May 31, 2023 | 86.50% |
April 30, 2023 | 86.50% |
March 31, 2023 | 86.50% |
February 28, 2023 | 86.50% |
January 31, 2023 | 86.50% |
December 31, 2022 | 86.50% |
November 30, 2022 | 86.50% |
October 31, 2022 | 86.50% |
Date | Value |
---|---|
September 30, 2022 | 86.50% |
August 31, 2022 | 86.50% |
July 31, 2022 | 86.50% |
June 30, 2022 | 86.50% |
May 31, 2022 | 86.50% |
April 30, 2022 | 86.50% |
March 31, 2022 | 86.50% |
February 28, 2022 | 86.50% |
January 31, 2022 | 86.50% |
December 31, 2021 | 86.50% |
November 30, 2021 | 86.50% |
October 31, 2021 | 86.50% |
September 30, 2021 | 86.50% |
August 31, 2021 | 86.50% |
July 31, 2021 | 86.50% |
June 30, 2021 | 86.50% |
May 31, 2021 | 86.50% |
April 30, 2021 | 86.50% |
March 31, 2021 | 86.50% |
February 28, 2021 | 86.50% |
January 31, 2021 | 86.50% |
December 31, 2020 | 86.50% |
November 30, 2020 | 86.50% |
October 31, 2020 | 86.50% |
September 30, 2020 | 86.50% |
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
77.27%
Minimum
Nov 2019
86.50%
Maximum
Mar 2020
85.89%
Average
86.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Gevo Inc | 99.96% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 99.08% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.22 |
Beta (5Y) | 1.526 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.27% |
Historical Sharpe Ratio (5Y) | -0.0381 |
Historical Sortino (5Y) | -0.0642 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.79% |