Granite Construction Inc (GVA)

90.67 +0.67 (+0.74%) USD  |  NYSE  |  Dec 20, 16:00
90.61 -0.06 (-0.07%) After-Hours: 20:00
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Granite Construction Max Drawdown (5Y): 84.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Great Lakes Dredge & Dock Corp 70.32%
EMCOR Group Inc 48.00%
Construction Partners Inc 54.54%
Southland Holdings Inc --
MasTec Inc 67.92%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.91
Beta (5Y) 1.410
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.36%
Historical Sharpe Ratio (5Y) 0.7091
Historical Sortino (5Y) 0.9663
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.77%