MasTec Inc (MTZ)

136.56 +4.49 (+3.40%) USD  |  NYSE  |  Dec 20, 16:00
136.06 -0.50 (-0.37%) After-Hours: 20:00
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MasTec Max Drawdown (5Y): 67.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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%
Comfort Systems USA Inc 49.68%
Dycom Industries Inc 89.01%
Ameresco Inc 81.43%
Great Lakes Dredge & Dock Corp 70.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.667
Beta (5Y) 1.725
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.02%
Historical Sharpe Ratio (5Y) 0.2816
Historical Sortino (5Y) 0.4231
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.16%