Granite Construction Inc (GVA)
77.24
-2.12
(-2.67%)
USD |
NYSE |
Mar 26, 16:00
77.62
+0.38
(+0.49%)
Pre-Market: 04:26
Granite Construction Max Drawdown (5Y): 84.73% for Feb. 28, 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
| Construction Partners Inc | 54.54% |
| Southland Holdings Inc | -- |
| Comfort Systems USA Inc | 49.68% |
| MasTec Inc | 67.92% |
| MYR Group Inc | 61.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.71 |
| Beta (5Y) | 1.343 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.91% |
| Historical Sharpe Ratio (5Y) | 0.8888 |
| Historical Sortino (5Y) | 2.312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.55% |