Tutor Perini Corp (TPC)
17.40
+0.63
(+3.76%)
USD |
NYSE |
May 02, 16:00
17.40
0.00 (0.00%)
After-Hours: 20:00
Tutor Perini Max Drawdown (5Y): 91.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.02% |
March 31, 2024 | 91.02% |
February 29, 2024 | 91.02% |
January 31, 2024 | 91.02% |
December 31, 2023 | 91.02% |
November 30, 2023 | 91.02% |
October 31, 2023 | 91.02% |
September 30, 2023 | 91.02% |
August 31, 2023 | 91.02% |
July 31, 2023 | 91.02% |
June 30, 2023 | 91.02% |
May 31, 2023 | 91.02% |
April 30, 2023 | 91.02% |
March 31, 2023 | 91.02% |
February 28, 2023 | 91.02% |
January 31, 2023 | 91.02% |
December 31, 2022 | 91.02% |
November 30, 2022 | 91.02% |
October 31, 2022 | 91.02% |
September 30, 2022 | 91.02% |
August 31, 2022 | 91.02% |
July 31, 2022 | 91.02% |
June 30, 2022 | 91.02% |
May 31, 2022 | 91.02% |
April 30, 2022 | 91.02% |
Date | Value |
---|---|
March 31, 2022 | 91.02% |
February 28, 2022 | 91.02% |
January 31, 2022 | 91.02% |
December 31, 2021 | 91.02% |
November 30, 2021 | 91.02% |
October 31, 2021 | 91.02% |
September 30, 2021 | 91.02% |
August 31, 2021 | 91.02% |
July 31, 2021 | 91.02% |
June 30, 2021 | 91.02% |
May 31, 2021 | 91.02% |
April 30, 2021 | 91.02% |
March 31, 2021 | 91.02% |
February 28, 2021 | 91.02% |
January 31, 2021 | 91.02% |
December 31, 2020 | 91.02% |
November 30, 2020 | 91.02% |
October 31, 2020 | 91.02% |
September 30, 2020 | 91.02% |
August 31, 2020 | 91.02% |
July 31, 2020 | 91.02% |
June 30, 2020 | 91.02% |
May 31, 2020 | 91.02% |
April 30, 2020 | 91.02% |
March 31, 2020 | 91.02% |
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
66.61%
Minimum
May 2019
91.02%
Maximum
Mar 2020
87.49%
Average
91.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Moro Corp | 52.67% |
Innovate Corp | 97.84% |
JNS Holdings Corp | 94.06% |
Correlate Energy Corp | 96.96% |
TopBuild Corp | 52.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.69 |
Beta (5Y) | 1.530 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.13% |
Historical Sharpe Ratio (5Y) | -0.088 |
Historical Sortino (5Y) | -0.161 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.92% |