Gibraltar Industries Inc (ROCK)
58.10
-1.39
(-2.34%)
USD |
NASDAQ |
Mar 31, 13:43
Gibraltar Industries Max Drawdown (5Y): 63.23% 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
| AMETEK Inc | 42.70% |
| Enerpac Tool Group Corp | 53.61% |
| Crane Co | -- |
| Flowserve Corp | 64.82% |
| Graco Inc | 30.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.42 |
| Beta (5Y) | 1.203 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.89% |
| Historical Sharpe Ratio (5Y) | 0.0699 |
| Historical Sortino (5Y) | 0.1602 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.15% |