Granite Construction Inc (GVA)
98.21
+0.96
(+0.99%)
USD |
NYSE |
Nov 21, 16:00
98.25
+0.04
(+0.04%)
Pre-Market: 20:00
Granite Construction Max Drawdown (5Y): 84.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.73% |
| September 30, 2024 | 84.73% |
| August 31, 2024 | 84.73% |
| July 31, 2024 | 84.73% |
| June 30, 2024 | 84.73% |
| May 31, 2024 | 84.73% |
| April 30, 2024 | 84.73% |
| March 31, 2024 | 84.73% |
| February 29, 2024 | 84.73% |
| January 31, 2024 | 84.73% |
| December 31, 2023 | 84.73% |
| November 30, 2023 | 84.73% |
| October 31, 2023 | 84.73% |
| September 30, 2023 | 84.73% |
| August 31, 2023 | 84.73% |
| July 31, 2023 | 84.73% |
| June 30, 2023 | 84.73% |
| May 31, 2023 | 84.73% |
| April 30, 2023 | 84.73% |
| March 31, 2023 | 84.73% |
| February 28, 2023 | 84.73% |
| January 31, 2023 | 84.73% |
| December 31, 2022 | 84.73% |
| November 30, 2022 | 84.73% |
| October 31, 2022 | 84.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.73% |
| August 31, 2022 | 84.73% |
| July 31, 2022 | 84.73% |
| June 30, 2022 | 84.73% |
| May 31, 2022 | 84.73% |
| April 30, 2022 | 84.73% |
| March 31, 2022 | 84.73% |
| February 28, 2022 | 84.73% |
| January 31, 2022 | 84.73% |
| December 31, 2021 | 84.73% |
| November 30, 2021 | 84.73% |
| October 31, 2021 | 84.73% |
| September 30, 2021 | 84.73% |
| August 31, 2021 | 84.73% |
| July 31, 2021 | 84.73% |
| June 30, 2021 | 84.73% |
| May 31, 2021 | 84.73% |
| April 30, 2021 | 84.73% |
| March 31, 2021 | 84.73% |
| February 28, 2021 | 84.73% |
| January 31, 2021 | 84.73% |
| December 31, 2020 | 84.73% |
| November 30, 2020 | 84.73% |
| October 31, 2020 | 84.73% |
| September 30, 2020 | 84.73% |
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
64.57%
Minimum
Nov 2019
84.73%
Maximum
Mar 2020
83.46%
Average
84.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Great Lakes Dredge & Dock Corp | 70.32% |
| EMCOR Group Inc | 48.00% |
| MasTec Inc | 67.92% |
| Construction Partners Inc | -- |
| Southland Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.81 |
| Beta (5Y) | 1.390 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.89% |
| Historical Sharpe Ratio (5Y) | 0.6702 |
| Historical Sortino (5Y) | 0.9088 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.77% |