IES Holdings Inc (IESC)
184.26
-2.77
(-1.48%)
USD |
NASDAQ |
Mar 21, 16:00
183.88
-0.38
(-0.21%)
After-Hours: 20:00
IES Holdings Max Drawdown (5Y): 54.28% 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
| EMCOR Group Inc | 48.00% |
| Quanta Services Inc | 45.53% |
| Sunvault Energy Inc | 99.81% |
| Everus Construction Group Inc | -- |
| Fastenal Co | 30.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 25.18 |
| Beta (5Y) | 1.573 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.99% |
| Historical Sharpe Ratio (5Y) | 0.9731 |
| Historical Sortino (5Y) | 1.779 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.75% |