Gorman-Rupp Co (GRC)

39.13 -0.46 (-1.16%) USD  |  NYSE  |  Dec 20, 16:00
39.08 -0.05 (-0.13%) After-Hours: 20:00
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Gorman-Rupp Max Drawdown (5Y): 49.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Omega Flex Inc 74.73%
Xylem Inc 46.69%
Flowserve Corp 64.82%
Standex International Corp 65.63%
Hyperscale Data Inc 100.00%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.14
Beta (5Y) 0.9519
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.84%
Historical Sharpe Ratio (5Y) 0.0923
Historical Sortino (5Y) 0.1437
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.63%