MasTec Inc (MTZ)
115.23
-3.56
(-3.00%)
USD |
NYSE |
Mar 28, 16:00
114.94
-0.29
(-0.25%)
After-Hours: 20:00
MasTec Max Drawdown (5Y): 67.92% 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
| Dycom Industries Inc | 89.01% |
| Argan Inc | 55.29% |
| EMCOR Group Inc | 48.00% |
| Ameresco Inc | 87.90% |
| Sterling Infrastructure Inc | 59.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.788 |
| Beta (5Y) | 1.738 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.45% |
| Historical Sharpe Ratio (5Y) | 0.4196 |
| Historical Sortino (5Y) | 0.8214 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.41% |