Summit Materials Inc (SUM)
39.24
+0.34
(+0.87%)
USD |
NYSE |
May 01, 16:00
41.19
+1.95
(+4.97%)
After-Hours: 20:00
Summit Materials Max Drawdown (5Y): 74.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.81% |
March 31, 2024 | 74.81% |
February 29, 2024 | 74.81% |
January 31, 2024 | 74.81% |
December 31, 2023 | 74.81% |
November 30, 2023 | 74.81% |
October 31, 2023 | 74.81% |
September 30, 2023 | 74.81% |
August 31, 2023 | 74.81% |
July 31, 2023 | 74.81% |
June 30, 2023 | 74.81% |
May 31, 2023 | 74.81% |
April 30, 2023 | 74.81% |
March 31, 2023 | 74.81% |
February 28, 2023 | 74.81% |
January 31, 2023 | 74.81% |
December 31, 2022 | 74.81% |
November 30, 2022 | 74.81% |
October 31, 2022 | 74.81% |
September 30, 2022 | 74.81% |
August 31, 2022 | 74.81% |
July 31, 2022 | 74.81% |
June 30, 2022 | 74.81% |
May 31, 2022 | 74.81% |
April 30, 2022 | 74.81% |
Date | Value |
---|---|
March 31, 2022 | 74.81% |
February 28, 2022 | 74.81% |
January 31, 2022 | 74.81% |
December 31, 2021 | 74.81% |
November 30, 2021 | 74.81% |
October 31, 2021 | 74.81% |
September 30, 2021 | 74.81% |
August 31, 2021 | 74.81% |
July 31, 2021 | 74.81% |
June 30, 2021 | 74.81% |
May 31, 2021 | 74.81% |
April 30, 2021 | 74.81% |
March 31, 2021 | 74.81% |
February 28, 2021 | 74.81% |
January 31, 2021 | 74.81% |
December 31, 2020 | 74.81% |
November 30, 2020 | 74.81% |
October 31, 2020 | 74.81% |
September 30, 2020 | 74.81% |
August 31, 2020 | 74.81% |
July 31, 2020 | 74.81% |
June 30, 2020 | 74.81% |
May 31, 2020 | 74.81% |
April 30, 2020 | 74.81% |
March 31, 2020 | 74.81% |
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
65.83%
Minimum
May 2019
74.81%
Maximum
Mar 2020
73.31%
Average
74.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Nucor Corp | 57.19% |
Reliance Inc | 40.79% |
Steel Dynamics Inc | 68.46% |
Eagle Materials Inc | 63.78% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.692 |
Beta (5Y) | 1.342 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.52% |
Historical Sharpe Ratio (5Y) | 0.3595 |
Historical Sortino (5Y) | 0.4925 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.82% |