Sterling Infrastructure Inc (STRL)
128.87
+3.71
(+2.96%)
USD |
NASDAQ |
May 10, 16:00
128.88
0.00 (0.00%)
After-Hours: 20:00
Sterling Infrastructure Max Drawdown (5Y): 59.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.60% |
March 31, 2024 | 59.60% |
February 29, 2024 | 59.60% |
January 31, 2024 | 59.60% |
December 31, 2023 | 59.60% |
November 30, 2023 | 59.60% |
October 31, 2023 | 59.60% |
September 30, 2023 | 59.60% |
August 31, 2023 | 59.60% |
July 31, 2023 | 59.60% |
June 30, 2023 | 59.60% |
May 31, 2023 | 59.60% |
April 30, 2023 | 59.60% |
March 31, 2023 | 59.60% |
February 28, 2023 | 59.60% |
January 31, 2023 | 59.60% |
December 31, 2022 | 59.60% |
November 30, 2022 | 59.60% |
October 31, 2022 | 59.60% |
September 30, 2022 | 59.60% |
August 31, 2022 | 59.60% |
July 31, 2022 | 59.60% |
June 30, 2022 | 59.60% |
May 31, 2022 | 59.60% |
April 30, 2022 | 59.60% |
Date | Value |
---|---|
March 31, 2022 | 59.60% |
February 28, 2022 | 59.60% |
January 31, 2022 | 59.60% |
December 31, 2021 | 59.60% |
November 30, 2021 | 59.60% |
October 31, 2021 | 59.60% |
September 30, 2021 | 59.60% |
August 31, 2021 | 59.60% |
July 31, 2021 | 59.60% |
June 30, 2021 | 59.60% |
May 31, 2021 | 59.60% |
April 30, 2021 | 60.79% |
March 31, 2021 | 63.69% |
February 28, 2021 | 70.08% |
January 31, 2021 | 70.08% |
December 31, 2020 | 70.08% |
November 30, 2020 | 73.30% |
October 31, 2020 | 73.30% |
September 30, 2020 | 73.30% |
August 31, 2020 | 75.25% |
July 31, 2020 | 77.09% |
June 30, 2020 | 77.09% |
May 31, 2020 | 77.09% |
April 30, 2020 | 77.98% |
March 31, 2020 | 78.27% |
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
59.60%
Minimum
May 2021
86.51%
Maximum
May 2019
66.94%
Average
59.60%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Fluor Corp | 94.16% |
Great Lakes Dredge & Dock Corp | 70.32% |
Orion Group Holdings Inc | 85.38% |
Arcosa Inc | 36.79% |
Reliant Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 34.03 |
Beta (5Y) | 1.213 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.99% |
Historical Sharpe Ratio (5Y) | 0.8807 |
Historical Sortino (5Y) | 1.743 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.81% |