Gates Industrial Corp PLC (GTES)
17.96
+2.40
(+15.42%)
USD |
NYSE |
Apr 09, 16:00
17.96
0.00 (0.00%)
After-Hours: 18:33
Gates Industrial Max Drawdown (5Y): 69.52% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
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
| Federal Signal Corp | 32.96% |
| Graham Corp | 74.81% |
| Crane Co | -- |
| Mayville Engineering Co Inc | 72.77% |
| Ocean Power Technologies Inc | 99.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.351 |
| Beta (5Y) | 1.239 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.57% |
| Historical Sharpe Ratio (5Y) | 0.553 |
| Historical Sortino (5Y) | 1.115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.51% |