Gorman-Rupp Co (GRC)
42.46
+0.47
(+1.12%)
USD |
NYSE |
Nov 22, 12:41
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 | 44.59% |
November 30, 2020 | 44.59% |
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
Jan 2021
49.27%
Maximum
Oct 2022
45.70%
Average
44.59%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Flowserve Corp | 64.82% |
Omega Flex Inc | 74.73% |
Xylem Inc | 46.69% |
Standex International Corp | 65.63% |
Hyperscale Data Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.15 |
Beta (5Y) | 0.9180 |
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% |