EMCOR Group Inc (EME)

465.82 +1.52 (+0.33%) USD  |  NYSE  |  Dec 20, 16:00
465.00 -0.82 (-0.18%) After-Hours: 20:00
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EMCOR Group Max Drawdown (5Y): 48.00% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Median

Max Drawdown (5Y) Benchmarks

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Quanta Services Inc 45.53%
MasTec Inc 67.92%
Comfort Systems USA Inc 49.68%
Everus Construction Group Inc --
IES Holdings Inc 54.28%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 25.40
Beta (5Y) 1.093
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.10%
Historical Sharpe Ratio (5Y) 1.139
Historical Sortino (5Y) 1.729
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.05%