Enerpac Tool Group Corp (EPAC)
37.71
+0.12
(+0.32%)
USD |
NYSE |
May 17, 16:00
37.76
+0.05
(+0.13%)
Pre-Market: 20:00
Enerpac Tool Group Max Drawdown (5Y): 53.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.61% |
March 31, 2024 | 53.61% |
February 29, 2024 | 53.61% |
January 31, 2024 | 53.61% |
December 31, 2023 | 53.61% |
November 30, 2023 | 53.61% |
October 31, 2023 | 53.61% |
September 30, 2023 | 53.61% |
August 31, 2023 | 53.61% |
July 31, 2023 | 53.61% |
June 30, 2023 | 53.61% |
May 31, 2023 | 53.61% |
April 30, 2023 | 53.61% |
March 31, 2023 | 53.61% |
February 28, 2023 | 53.61% |
January 31, 2023 | 53.61% |
December 31, 2022 | 53.61% |
November 30, 2022 | 53.61% |
October 31, 2022 | 53.61% |
September 30, 2022 | 53.61% |
August 31, 2022 | 53.61% |
July 31, 2022 | 53.61% |
June 30, 2022 | 53.61% |
May 31, 2022 | 53.61% |
April 30, 2022 | 53.61% |
Date | Value |
---|---|
March 31, 2022 | 53.61% |
February 28, 2022 | 53.61% |
January 31, 2022 | 53.61% |
December 31, 2021 | 53.61% |
November 30, 2021 | 53.61% |
October 31, 2021 | 53.61% |
September 30, 2021 | 53.61% |
August 31, 2021 | 53.61% |
July 31, 2021 | 53.61% |
June 30, 2021 | 53.61% |
May 31, 2021 | 53.61% |
April 30, 2021 | 53.61% |
March 31, 2021 | 53.61% |
February 28, 2021 | 53.61% |
January 31, 2021 | 53.61% |
December 31, 2020 | 53.61% |
November 30, 2020 | 53.61% |
October 31, 2020 | 53.61% |
September 30, 2020 | 53.61% |
August 31, 2020 | 53.61% |
July 31, 2020 | 53.61% |
June 30, 2020 | 55.25% |
May 31, 2020 | 55.25% |
April 30, 2020 | 55.25% |
March 31, 2020 | 55.25% |
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
53.61%
Minimum
Jul 2020
55.25%
Maximum
May 2019
53.99%
Average
53.61%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Lincoln Electric Holdings Inc | 38.89% |
American Superconductor Corp | 89.06% |
Nordson Corp | 44.23% |
Taylor Devices Inc | 66.49% |
TPI Composites Inc | 97.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.294 |
Beta (5Y) | 1.193 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.11% |
Historical Sharpe Ratio (5Y) | 0.1313 |
Historical Sortino (5Y) | 0.2411 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.41% |