Martin Marietta Materials Inc (MLM)
597.81
+7.21
(+1.22%)
USD |
NYSE |
Nov 22, 16:00
597.70
-0.11
(-0.02%)
After-Hours: 20:00
Martin Marietta Materials Max Drawdown (5Y): 48.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 48.34% |
September 30, 2024 | 48.34% |
August 31, 2024 | 48.34% |
July 31, 2024 | 48.34% |
June 30, 2024 | 48.34% |
May 31, 2024 | 48.34% |
April 30, 2024 | 48.34% |
March 31, 2024 | 48.34% |
February 29, 2024 | 48.34% |
January 31, 2024 | 48.34% |
December 31, 2023 | 48.34% |
November 30, 2023 | 48.34% |
October 31, 2023 | 48.34% |
September 30, 2023 | 48.34% |
August 31, 2023 | 48.34% |
July 31, 2023 | 48.34% |
June 30, 2023 | 48.34% |
May 31, 2023 | 48.34% |
April 30, 2023 | 48.34% |
March 31, 2023 | 48.34% |
February 28, 2023 | 48.34% |
January 31, 2023 | 48.34% |
December 31, 2022 | 48.34% |
November 30, 2022 | 48.34% |
October 31, 2022 | 48.34% |
Date | Value |
---|---|
September 30, 2022 | 48.34% |
August 31, 2022 | 48.34% |
July 31, 2022 | 48.34% |
June 30, 2022 | 48.34% |
May 31, 2022 | 48.34% |
April 30, 2022 | 48.34% |
March 31, 2022 | 48.34% |
February 28, 2022 | 48.34% |
January 31, 2022 | 48.34% |
December 31, 2021 | 48.34% |
November 30, 2021 | 48.34% |
October 31, 2021 | 48.34% |
September 30, 2021 | 48.34% |
August 31, 2021 | 48.34% |
July 31, 2021 | 48.34% |
June 30, 2021 | 48.34% |
May 31, 2021 | 48.34% |
April 30, 2021 | 48.34% |
March 31, 2021 | 48.34% |
February 28, 2021 | 48.34% |
January 31, 2021 | 48.34% |
December 31, 2020 | 48.34% |
November 30, 2020 | 48.34% |
October 31, 2020 | 48.34% |
September 30, 2020 | 48.34% |
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
35.67%
Minimum
Nov 2019
48.34%
Maximum
Mar 2020
47.49%
Average
48.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vulcan Materials Co | 49.22% |
United States Lime & Minerals Inc | 34.95% |
United States Antimony Corp | 89.76% |
NioCorp Developments Ltd | 87.94% |
MP Materials Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.652 |
Beta (5Y) | 0.8969 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.48% |
Historical Sharpe Ratio (5Y) | 0.5324 |
Historical Sortino (5Y) | 0.7798 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.46% |