Enpro Inc (NPO)
146.64
-0.68
(-0.46%)
USD |
NYSE |
Nov 04, 16:00
146.38
-0.26
(-0.18%)
Pre-Market: 20:00
Enpro Max Drawdown (5Y): 65.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.76% |
| September 30, 2024 | 65.76% |
| August 31, 2024 | 65.76% |
| July 31, 2024 | 65.76% |
| June 30, 2024 | 65.76% |
| May 31, 2024 | 65.76% |
| April 30, 2024 | 65.76% |
| March 31, 2024 | 65.76% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
65.76%
Maximum
Mar 2020
64.69%
Average
65.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Arq Inc | 91.19% |
| Builders FirstSource Inc | 62.21% |
| Carlisle Companies Inc | 38.68% |
| Ennis Inc | 35.32% |
| Gibraltar Industries Inc | 63.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.244 |
| Beta (5Y) | 1.413 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.88% |
| Historical Sharpe Ratio (5Y) | 0.376 |
| Historical Sortino (5Y) | 0.6768 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.82% |