Martin Marietta Materials Inc (MLM)
582.54
+0.56
(+0.10%)
USD |
NYSE |
Nov 05, 09:38
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% |