Fluor Corp (FLR)
33.28
+0.21
(+0.64%)
USD |
NYSE |
Apr 11, 16:00
33.26
-0.02
(-0.06%)
After-Hours: 20:00
Fluor Max Drawdown (5Y): 89.73% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Great Lakes Dredge & Dock Corp | 70.32% |
| Orion Group Holdings Inc | 81.74% |
| Sterling Infrastructure Inc | 59.60% |
| Arcosa Inc | 35.78% |
| EMCOR Group Inc | 39.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.897 |
| Beta (5Y) | 1.656 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.32% |
| Historical Sharpe Ratio (5Y) | 0.7528 |
| Historical Sortino (5Y) | 1.626 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.72% |