IES Holdings Inc (IESC)

213.23 +0.20 (+0.09%) USD  |  NASDAQ  |  Dec 20, 16:00
212.62 -0.61 (-0.29%) After-Hours: 20:00
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IES Holdings Max Drawdown (5Y): 54.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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EMCOR Group Inc 48.00%
Quanta Services Inc 45.53%
Sunvault Energy Inc 99.83%
Everus Construction Group Inc --
Fastenal Co 30.70%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 48.41
Beta (5Y) 1.452
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.49%
Historical Sharpe Ratio (5Y) 1.398
Historical Sortino (5Y) 2.476
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.67%