Fluor Corp (FLR)
39.21
0.00 (0.00%)
USD |
NYSE |
Apr 19, 16:00
39.21
0.00 (0.00%)
After-Hours: 17:09
Fluor Max Drawdown (5Y): 94.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 94.16% |
February 29, 2024 | 94.16% |
January 31, 2024 | 94.16% |
December 31, 2023 | 94.16% |
November 30, 2023 | 94.16% |
October 31, 2023 | 94.16% |
September 30, 2023 | 94.16% |
August 31, 2023 | 94.16% |
July 31, 2023 | 94.16% |
June 30, 2023 | 94.16% |
May 31, 2023 | 94.16% |
April 30, 2023 | 94.16% |
March 31, 2023 | 94.16% |
February 28, 2023 | 94.16% |
January 31, 2023 | 94.16% |
December 31, 2022 | 94.16% |
November 30, 2022 | 94.16% |
October 31, 2022 | 94.16% |
September 30, 2022 | 94.16% |
August 31, 2022 | 94.16% |
July 31, 2022 | 94.16% |
June 30, 2022 | 94.16% |
May 31, 2022 | 94.16% |
April 30, 2022 | 94.16% |
March 31, 2022 | 94.16% |
Date | Value |
---|---|
February 28, 2022 | 94.16% |
January 31, 2022 | 94.16% |
December 31, 2021 | 94.16% |
November 30, 2021 | 94.16% |
October 31, 2021 | 94.16% |
September 30, 2021 | 94.16% |
August 31, 2021 | 94.16% |
July 31, 2021 | 94.16% |
June 30, 2021 | 94.16% |
May 31, 2021 | 94.16% |
April 30, 2021 | 94.16% |
March 31, 2021 | 94.16% |
February 28, 2021 | 94.16% |
January 31, 2021 | 94.16% |
December 31, 2020 | 94.16% |
November 30, 2020 | 94.16% |
October 31, 2020 | 94.16% |
September 30, 2020 | 94.16% |
August 31, 2020 | 94.16% |
July 31, 2020 | 94.16% |
June 30, 2020 | 94.16% |
May 31, 2020 | 94.16% |
April 30, 2020 | 94.16% |
March 31, 2020 | 94.16% |
February 29, 2020 | 83.99% |
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
59.59%
Minimum
Apr 2019
94.16%
Maximum
Mar 2020
89.72%
Average
94.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Great Lakes Dredge & Dock Corp | 70.32% |
Orion Group Holdings Inc | 85.38% |
Sterling Infrastructure Inc | 59.60% |
Arcosa Inc | 36.79% |
Reliant Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.15 |
Beta (5Y) | 2.123 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.26% |
Historical Sharpe Ratio (5Y) | 0.0243 |
Historical Sortino (5Y) | 0.0343 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.13% |