Gorman-Rupp Co (GRC)
35.93
+0.83
(+2.36%)
USD |
NYSE |
Apr 01, 16:00
35.56
-0.37
(-1.03%)
Pre-Market: 06:05
Gorman-Rupp Max Drawdown (5Y): 49.27% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Graham Corp | 74.81% |
| Mueller Water Products Inc | 43.28% |
| Graco Inc | 28.97% |
| AMETEK Inc | 30.02% |
| Omega Flex Inc | 80.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.83 |
| Beta (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.02% |
| Historical Sharpe Ratio (5Y) | 0.0734 |
| Historical Sortino (5Y) | 0.1314 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.93% |