Chart Industries Inc (GTLS)
176.08
+7.46
(+4.42%)
USD |
NYSE |
Nov 21, 16:00
177.00
+0.92
(+0.52%)
Pre-Market: 09:18
Chart Industries Max Drawdown (5Y): 82.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.56% |
| September 30, 2024 | 82.56% |
| August 31, 2024 | 82.56% |
| July 31, 2024 | 82.56% |
| June 30, 2024 | 82.56% |
| May 31, 2024 | 82.56% |
| April 30, 2024 | 82.56% |
| March 31, 2024 | 82.56% |
| February 29, 2024 | 82.56% |
| January 31, 2024 | 82.56% |
| December 31, 2023 | 82.56% |
| November 30, 2023 | 82.56% |
| October 31, 2023 | 82.56% |
| September 30, 2023 | 82.56% |
| August 31, 2023 | 82.56% |
| July 31, 2023 | 82.56% |
| June 30, 2023 | 82.56% |
| May 31, 2023 | 82.56% |
| April 30, 2023 | 82.56% |
| March 31, 2023 | 82.56% |
| February 28, 2023 | 82.56% |
| January 31, 2023 | 82.56% |
| December 31, 2022 | 82.56% |
| November 30, 2022 | 82.56% |
| October 31, 2022 | 82.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.56% |
| August 31, 2022 | 82.56% |
| July 31, 2022 | 82.56% |
| June 30, 2022 | 82.56% |
| May 31, 2022 | 82.56% |
| April 30, 2022 | 82.56% |
| March 31, 2022 | 82.56% |
| February 28, 2022 | 82.56% |
| January 31, 2022 | 82.56% |
| December 31, 2021 | 82.56% |
| November 30, 2021 | 82.56% |
| October 31, 2021 | 82.56% |
| September 30, 2021 | 82.56% |
| August 31, 2021 | 82.56% |
| July 31, 2021 | 82.56% |
| June 30, 2021 | 82.56% |
| May 31, 2021 | 83.05% |
| April 30, 2021 | 83.05% |
| March 31, 2021 | 83.33% |
| February 28, 2021 | 85.22% |
| January 31, 2021 | 88.34% |
| December 31, 2020 | 89.05% |
| November 30, 2020 | 89.05% |
| October 31, 2020 | 89.05% |
| September 30, 2020 | 89.05% |
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
82.56%
Minimum
Jun 2021
89.05%
Maximum
Nov 2019
84.25%
Average
82.56%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Atkore Inc | 72.33% |
| SKYX Platforms Corp | -- |
| Advanced Energy Industries Inc | 62.28% |
| Preformed Line Products Co | 59.51% |
| Plug Power Inc | 97.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.846 |
| Beta (5Y) | 1.706 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.91% |
| Historical Sharpe Ratio (5Y) | 0.203 |
| Historical Sortino (5Y) | 0.2893 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.01% |