Green Plains Inc (GPRE)
20.73
+0.61
(+3.03%)
USD |
NASDAQ |
May 02, 15:57
Green Plains Max Drawdown (5Y): 86.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 86.50% |
July 31, 2020 | 86.50% |
June 30, 2020 | 86.50% |
May 31, 2020 | 86.50% |
April 30, 2020 | 86.50% |
March 31, 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
71.09%
Minimum
May 2019
86.50%
Maximum
Mar 2020
84.78%
Average
86.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
REX American Resources Corp | 65.51% |
Gevo Inc | 99.96% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.38 |
Beta (5Y) | 1.619 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.91% |
Historical Sharpe Ratio (5Y) | 0.0241 |
Historical Sortino (5Y) | 0.0401 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.24% |