Fluor Corp (FLR)
54.72
+2.19
(+4.17%)
USD |
NYSE |
Nov 21, 16:00
54.72
0.00 (0.00%)
Pre-Market: 04:16
Fluor Max Drawdown (5Y): 94.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.16% |
| September 30, 2024 | 94.16% |
| August 31, 2024 | 94.16% |
| July 31, 2024 | 94.16% |
| June 30, 2024 | 94.16% |
| May 31, 2024 | 94.16% |
| April 30, 2024 | 94.16% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
75.93%
Minimum
Nov 2019
94.16%
Maximum
Mar 2020
93.08%
Average
94.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Quanta Services Inc | 45.53% |
| Great Lakes Dredge & Dock Corp | 70.32% |
| Orion Group Holdings Inc | 85.38% |
| Sterling Infrastructure Inc | 59.60% |
| Arcosa Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0363 |
| Beta (5Y) | 1.903 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.39% |
| Historical Sharpe Ratio (5Y) | 0.4074 |
| Historical Sortino (5Y) | 0.598 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.49% |