Enpro Inc (NPO)
179.88
+7.62
(+4.42%)
USD |
NYSE |
Mar 24, 16:00
179.92
+0.04
(+0.02%)
After-Hours: 20:00
Enpro Max Drawdown (5Y): 65.76% for Feb. 28, 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
| Graham Corp | 74.81% |
| AMETEK Inc | 42.70% |
| Enerpac Tool Group Corp | 53.61% |
| Crane Co | -- |
| Flowserve Corp | 64.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.751 |
| Beta (5Y) | 1.521 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.22% |
| Historical Sharpe Ratio (5Y) | 0.7121 |
| Historical Sortino (5Y) | 1.849 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.03% |