Gorman-Rupp Co (GRC)
33.28
-0.38
(-1.14%)
USD |
NYSE |
May 10, 13:34
Gorman-Rupp Max Drawdown (5Y): 49.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 44.59% |
July 31, 2020 | 44.59% |
June 30, 2020 | 44.59% |
May 31, 2020 | 44.59% |
April 30, 2020 | 44.59% |
March 31, 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
45.14%
Average
44.59%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Omega Flex Inc | 64.09% |
Xylem Inc | 46.69% |
Ault Alliance Inc | 100.00% |
Smith & Wesson Brands Inc | 81.49% |
Axon Enterprise Inc | 58.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.89 |
Beta (5Y) | 0.9683 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.38% |
Historical Sharpe Ratio (5Y) | -0.0037 |
Historical Sortino (5Y) | -0.0057 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.38% |