Enpro Inc (NPO)
169.11
+2.06
(+1.23%)
USD |
NYSE |
Mar 28, 16:00
169.11
0.00 (0.00%)
After-Hours: 20:00
Enpro Max Drawdown (5Y): 65.76% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 65.76% |
January 31, 2024 | 65.76% |
December 31, 2023 | 65.76% |
November 30, 2023 | 65.76% |
October 31, 2023 | 65.76% |
September 30, 2023 | 65.76% |
August 31, 2023 | 65.76% |
July 31, 2023 | 65.76% |
June 30, 2023 | 65.76% |
May 31, 2023 | 65.76% |
April 30, 2023 | 65.76% |
March 31, 2023 | 65.76% |
February 28, 2023 | 65.76% |
January 31, 2023 | 65.76% |
December 31, 2022 | 65.76% |
November 30, 2022 | 65.76% |
October 31, 2022 | 65.76% |
September 30, 2022 | 65.76% |
August 31, 2022 | 65.76% |
July 31, 2022 | 65.76% |
June 30, 2022 | 65.76% |
May 31, 2022 | 65.76% |
April 30, 2022 | 65.76% |
March 31, 2022 | 65.76% |
February 28, 2022 | 65.76% |
Date | Value |
---|---|
January 31, 2022 | 65.76% |
December 31, 2021 | 65.76% |
November 30, 2021 | 65.76% |
October 31, 2021 | 65.76% |
September 30, 2021 | 65.76% |
August 31, 2021 | 65.76% |
July 31, 2021 | 65.76% |
June 30, 2021 | 65.76% |
May 31, 2021 | 65.76% |
April 30, 2021 | 65.76% |
March 31, 2021 | 65.76% |
February 28, 2021 | 65.76% |
January 31, 2021 | 65.76% |
December 31, 2020 | 65.76% |
November 30, 2020 | 65.76% |
October 31, 2020 | 65.76% |
September 30, 2020 | 65.76% |
August 31, 2020 | 65.76% |
July 31, 2020 | 65.76% |
June 30, 2020 | 65.76% |
May 31, 2020 | 65.76% |
April 30, 2020 | 65.76% |
March 31, 2020 | 65.76% |
February 29, 2020 | 49.65% |
January 31, 2020 | 49.65% |
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
49.65%
Minimum
Mar 2019
65.76%
Maximum
Mar 2020
62.54%
Average
65.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Acacia Research Corp | 86.02% |
Chicago Rivet & Machine Co | 58.85% |
Hillenbrand Inc | 71.95% |
Park-Ohio Holdings Corp | 78.54% |
Symbotic Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.253 |
Beta (5Y) | 1.54 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.44% |
Historical Sharpe Ratio (5Y) | 0.6734 |
Historical Sortino (5Y) | 1.185 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.75% |