Gibraltar Industries Inc (ROCK)
71.11
-0.60
(-0.84%)
USD |
NASDAQ |
Apr 25, 16:00
71.24
+0.13
(+0.18%)
After-Hours: 20:00
Gibraltar Industries Max Drawdown (5Y): 63.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 44.02% |
| July 31, 2020 | 44.02% |
| June 30, 2020 | 44.02% |
| May 31, 2020 | 44.02% |
| April 30, 2020 | 44.02% |
| March 31, 2020 | 44.02% |
| February 29, 2020 | 43.89% |
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
Apr 2019
63.23%
Maximum
Sep 2022
52.12%
Average
44.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AMETEK Inc | 42.70% |
| Enerpac Tool Group Corp | 53.61% |
| Crane Co | 60.03% |
| Flowserve Corp | 64.82% |
| Graco Inc | 30.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.567 |
| Beta (5Y) | 1.168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.07% |
| Historical Sharpe Ratio (5Y) | 0.3087 |
| Historical Sortino (5Y) | 0.614 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.57% |