Valmont Industries Inc (VMI)
244.57
+36.87
(+17.75%)
USD |
NYSE |
May 02, 16:00
243.01
-1.56
(-0.64%)
After-Hours: 20:00
Valmont Industries Max Drawdown (5Y): 48.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.87% |
March 31, 2024 | 48.87% |
February 29, 2024 | 48.87% |
January 31, 2024 | 48.87% |
December 31, 2023 | 48.87% |
November 30, 2023 | 48.87% |
October 31, 2023 | 48.87% |
September 30, 2023 | 48.87% |
August 31, 2023 | 48.87% |
July 31, 2023 | 48.87% |
June 30, 2023 | 48.87% |
May 31, 2023 | 48.87% |
April 30, 2023 | 48.87% |
March 31, 2023 | 48.87% |
February 28, 2023 | 48.87% |
January 31, 2023 | 48.87% |
December 31, 2022 | 48.87% |
November 30, 2022 | 48.87% |
October 31, 2022 | 48.87% |
September 30, 2022 | 48.87% |
August 31, 2022 | 48.87% |
July 31, 2022 | 48.87% |
June 30, 2022 | 48.87% |
May 31, 2022 | 48.87% |
April 30, 2022 | 48.87% |
Date | Value |
---|---|
March 31, 2022 | 48.87% |
February 28, 2022 | 48.87% |
January 31, 2022 | 48.87% |
December 31, 2021 | 48.87% |
November 30, 2021 | 48.87% |
October 31, 2021 | 48.87% |
September 30, 2021 | 48.87% |
August 31, 2021 | 48.87% |
July 31, 2021 | 48.87% |
June 30, 2021 | 48.87% |
May 31, 2021 | 48.87% |
April 30, 2021 | 48.87% |
March 31, 2021 | 48.87% |
February 28, 2021 | 48.87% |
January 31, 2021 | 48.87% |
December 31, 2020 | 48.87% |
November 30, 2020 | 48.87% |
October 31, 2020 | 48.87% |
September 30, 2020 | 48.87% |
August 31, 2020 | 48.87% |
July 31, 2020 | 48.87% |
June 30, 2020 | 48.87% |
May 31, 2020 | 48.87% |
April 30, 2020 | 48.87% |
March 31, 2020 | 48.87% |
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
41.33%
Minimum
May 2019
48.87%
Maximum
Mar 2020
47.61%
Average
48.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Broadwind Inc | 87.35% |
CVD Equipment Corp | 84.75% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 92.43% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.857 |
Beta (5Y) | 1.046 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.66% |
Historical Sharpe Ratio (5Y) | 0.2465 |
Historical Sortino (5Y) | 0.3602 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.82% |