Gibraltar Industries Inc (ROCK)
69.72
+0.80
(+1.16%)
USD |
NASDAQ |
Nov 21, 16:00
69.68
-0.04
(-0.05%)
After-Hours: 20:00
Gibraltar Industries Max Drawdown (5Y): 63.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.23% |
| September 30, 2024 | 63.23% |
| August 31, 2024 | 63.23% |
| July 31, 2024 | 63.23% |
| June 30, 2024 | 63.23% |
| May 31, 2024 | 63.23% |
| April 30, 2024 | 63.23% |
| March 31, 2024 | 63.23% |
| February 29, 2024 | 63.23% |
| January 31, 2024 | 63.23% |
| December 31, 2023 | 63.23% |
| November 30, 2023 | 63.23% |
| October 31, 2023 | 63.23% |
| September 30, 2023 | 63.23% |
| August 31, 2023 | 63.23% |
| July 31, 2023 | 63.23% |
| June 30, 2023 | 63.23% |
| May 31, 2023 | 63.23% |
| April 30, 2023 | 63.23% |
| March 31, 2023 | 63.23% |
| February 28, 2023 | 63.23% |
| January 31, 2023 | 63.23% |
| December 31, 2022 | 63.23% |
| November 30, 2022 | 63.23% |
| October 31, 2022 | 63.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.23% |
| August 31, 2022 | 63.12% |
| July 31, 2022 | 63.12% |
| June 30, 2022 | 63.12% |
| May 31, 2022 | 63.12% |
| April 30, 2022 | 62.53% |
| March 31, 2022 | 57.47% |
| February 28, 2022 | 54.69% |
| January 31, 2022 | 47.26% |
| December 31, 2021 | 44.02% |
| November 30, 2021 | 44.02% |
| October 31, 2021 | 44.02% |
| September 30, 2021 | 44.02% |
| August 31, 2021 | 44.02% |
| July 31, 2021 | 44.02% |
| June 30, 2021 | 44.02% |
| May 31, 2021 | 44.02% |
| April 30, 2021 | 44.02% |
| March 31, 2021 | 44.02% |
| February 28, 2021 | 44.02% |
| January 31, 2021 | 44.02% |
| December 31, 2020 | 44.02% |
| November 30, 2020 | 44.02% |
| October 31, 2020 | 44.02% |
| September 30, 2020 | 44.02% |
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
43.89%
Minimum
Nov 2019
63.23%
Maximum
Sep 2022
54.37%
Average
62.82%
Median
Max Drawdown (5Y) Benchmarks
| Alamo Group Inc | 42.47% |
| Boeing Co | 77.92% |
| Insteel Industries Inc | 74.36% |
| Enovis Corp | 72.19% |
| Sky Harbour Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.16 |
| Beta (5Y) | 1.136 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.21% |
| Historical Sharpe Ratio (5Y) | 0.0606 |
| Historical Sortino (5Y) | 0.1246 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.75% |