Martin Marietta Materials Inc (MLM)
590.54
+0.58
(+0.10%)
USD |
NYSE |
May 03, 12:55
Martin Marietta Materials Max Drawdown (5Y): 48.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.34% |
March 31, 2024 | 48.34% |
February 29, 2024 | 48.34% |
January 31, 2024 | 48.34% |
December 31, 2023 | 48.34% |
November 30, 2023 | 48.34% |
October 31, 2023 | 48.34% |
September 30, 2023 | 48.34% |
August 31, 2023 | 48.34% |
July 31, 2023 | 48.34% |
June 30, 2023 | 48.34% |
May 31, 2023 | 48.34% |
April 30, 2023 | 48.34% |
March 31, 2023 | 48.34% |
February 28, 2023 | 48.34% |
January 31, 2023 | 48.34% |
December 31, 2022 | 48.34% |
November 30, 2022 | 48.34% |
October 31, 2022 | 48.34% |
September 30, 2022 | 48.34% |
August 31, 2022 | 48.34% |
July 31, 2022 | 48.34% |
June 30, 2022 | 48.34% |
May 31, 2022 | 48.34% |
April 30, 2022 | 48.34% |
Date | Value |
---|---|
March 31, 2022 | 48.34% |
February 28, 2022 | 48.34% |
January 31, 2022 | 48.34% |
December 31, 2021 | 48.34% |
November 30, 2021 | 48.34% |
October 31, 2021 | 48.34% |
September 30, 2021 | 48.34% |
August 31, 2021 | 48.34% |
July 31, 2021 | 48.34% |
June 30, 2021 | 48.34% |
May 31, 2021 | 48.34% |
April 30, 2021 | 48.34% |
March 31, 2021 | 48.34% |
February 28, 2021 | 48.34% |
January 31, 2021 | 48.34% |
December 31, 2020 | 48.34% |
November 30, 2020 | 48.34% |
October 31, 2020 | 48.34% |
September 30, 2020 | 48.34% |
August 31, 2020 | 48.34% |
July 31, 2020 | 48.34% |
June 30, 2020 | 48.34% |
May 31, 2020 | 48.34% |
April 30, 2020 | 48.34% |
March 31, 2020 | 48.34% |
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
35.67%
Minimum
May 2019
48.34%
Maximum
Mar 2020
46.23%
Average
48.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vulcan Materials Co | 49.22% |
Yield10 Bioscience Inc | 99.81% |
United States Lime & Minerals Inc | 34.95% |
United States Antimony Corp | 89.76% |
MP Materials Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.768 |
Beta (5Y) | 0.9506 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.20% |
Historical Sharpe Ratio (5Y) | 0.6741 |
Historical Sortino (5Y) | 0.9347 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.46% |