Eagle Materials Inc (EXP)
293.00
+4.75
(+1.65%)
USD |
NYSE |
Nov 05, 14:53
Eagle Materials Max Drawdown (5Y): 63.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.78% |
| September 30, 2024 | 63.78% |
| August 31, 2024 | 63.78% |
| July 31, 2024 | 63.78% |
| June 30, 2024 | 63.78% |
| May 31, 2024 | 63.78% |
| April 30, 2024 | 63.78% |
| March 31, 2024 | 63.78% |
| February 29, 2024 | 63.78% |
| January 31, 2024 | 63.78% |
| December 31, 2023 | 63.78% |
| November 30, 2023 | 63.78% |
| October 31, 2023 | 63.78% |
| September 30, 2023 | 63.78% |
| August 31, 2023 | 63.78% |
| July 31, 2023 | 63.78% |
| June 30, 2023 | 63.78% |
| May 31, 2023 | 63.78% |
| April 30, 2023 | 63.78% |
| March 31, 2023 | 63.78% |
| February 28, 2023 | 63.78% |
| January 31, 2023 | 63.78% |
| December 31, 2022 | 63.78% |
| November 30, 2022 | 63.78% |
| October 31, 2022 | 63.78% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.78% |
| August 31, 2022 | 63.78% |
| July 31, 2022 | 63.78% |
| June 30, 2022 | 63.78% |
| May 31, 2022 | 63.78% |
| April 30, 2022 | 63.78% |
| March 31, 2022 | 63.78% |
| February 28, 2022 | 63.78% |
| January 31, 2022 | 63.78% |
| December 31, 2021 | 63.78% |
| November 30, 2021 | 63.78% |
| October 31, 2021 | 63.78% |
| September 30, 2021 | 63.78% |
| August 31, 2021 | 63.78% |
| July 31, 2021 | 63.78% |
| June 30, 2021 | 63.78% |
| May 31, 2021 | 63.78% |
| April 30, 2021 | 63.78% |
| March 31, 2021 | 63.78% |
| February 28, 2021 | 63.78% |
| January 31, 2021 | 63.78% |
| December 31, 2020 | 63.78% |
| November 30, 2020 | 63.78% |
| October 31, 2020 | 63.78% |
| September 30, 2020 | 63.78% |
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
54.91%
Minimum
Nov 2019
63.78%
Maximum
Mar 2020
63.19%
Average
63.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Summit Materials Inc | 74.81% |
| Radius Recycling Inc | 75.09% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.812 |
| Beta (5Y) | 1.320 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.39% |
| Historical Sharpe Ratio (5Y) | 0.6556 |
| Historical Sortino (5Y) | 0.8845 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.79% |