CRH PLC (CRH)

94.68 +0.44 (+0.47%) USD  |  NYSE  |  Dec 24, 12:34
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CRH Max Drawdown (5Y): 53.12% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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James Hardie Industries PLC 57.38%
Eagle Materials Inc 63.78%
Friedman Industries Inc 65.08%
Solitario Resources Corp 83.21%
Paramount Gold Nevada Corp 82.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.657
Beta (5Y) 1.290
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.73%
Historical Sharpe Ratio (5Y) 0.7211
Historical Sortino (5Y) 0.9286
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.88%