Gorman-Rupp Co (GRC)
37.88
+0.65
(+1.75%)
USD |
NYSE |
Nov 04, 16:00
37.27
-0.61
(-1.61%)
Pre-Market: 07:32
Gorman-Rupp Max Drawdown (5Y): 49.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.27% |
| September 30, 2024 | 49.27% |
| August 31, 2024 | 49.27% |
| July 31, 2024 | 49.27% |
| June 30, 2024 | 49.27% |
| May 31, 2024 | 49.27% |
| April 30, 2024 | 49.27% |
| March 31, 2024 | 49.27% |
| February 29, 2024 | 49.27% |
| January 31, 2024 | 49.27% |
| December 31, 2023 | 49.27% |
| November 30, 2023 | 49.27% |
| October 31, 2023 | 49.27% |
| September 30, 2023 | 49.27% |
| August 31, 2023 | 49.27% |
| July 31, 2023 | 49.27% |
| June 30, 2023 | 49.27% |
| May 31, 2023 | 49.27% |
| April 30, 2023 | 49.27% |
| March 31, 2023 | 49.27% |
| February 28, 2023 | 49.27% |
| January 31, 2023 | 49.27% |
| December 31, 2022 | 49.27% |
| November 30, 2022 | 49.27% |
| October 31, 2022 | 49.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.89% |
| August 31, 2022 | 43.55% |
| July 31, 2022 | 41.82% |
| June 30, 2022 | 41.82% |
| May 31, 2022 | 41.82% |
| April 30, 2022 | 41.82% |
| March 31, 2022 | 41.82% |
| February 28, 2022 | 41.82% |
| January 31, 2022 | 41.82% |
| December 31, 2021 | 41.82% |
| November 30, 2021 | 41.82% |
| October 31, 2021 | 41.82% |
| September 30, 2021 | 41.82% |
| August 31, 2021 | 41.82% |
| July 31, 2021 | 41.82% |
| June 30, 2021 | 41.82% |
| May 31, 2021 | 41.82% |
| April 30, 2021 | 41.82% |
| March 31, 2021 | 41.82% |
| February 28, 2021 | 41.82% |
| January 31, 2021 | 41.82% |
| December 31, 2020 | 41.82% |
| November 30, 2020 | 41.82% |
| October 31, 2020 | 44.59% |
| September 30, 2020 | 44.59% |
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
41.82%
Minimum
Nov 2020
49.27%
Maximum
Oct 2022
45.60%
Average
44.59%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Flowserve Corp | 64.82% |
| Omega Flex Inc | 74.73% |
| Xylem Inc | 46.69% |
| Hyperscale Data Inc | 100.00% |
| Smith & Wesson Brands Inc | 80.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.15 |
| Beta (5Y) | 0.918 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.56% |
| Historical Sharpe Ratio (5Y) | -0.011 |
| Historical Sortino (5Y) | -0.0169 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.63% |