MasTec Inc (MTZ)
136.63
+4.02
(+3.03%)
USD |
NYSE |
Nov 05, 16:00
136.79
+0.16
(+0.12%)
After-Hours: 18:32
MasTec Max Drawdown (5Y): 67.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.92% |
| September 30, 2024 | 67.92% |
| August 31, 2024 | 67.92% |
| July 31, 2024 | 67.92% |
| June 30, 2024 | 67.92% |
| May 31, 2024 | 67.92% |
| April 30, 2024 | 67.92% |
| March 31, 2024 | 67.92% |
| February 29, 2024 | 67.92% |
| January 31, 2024 | 67.92% |
| December 31, 2023 | 67.92% |
| November 30, 2023 | 67.92% |
| October 31, 2023 | 67.92% |
| September 30, 2023 | 67.92% |
| August 31, 2023 | 67.92% |
| July 31, 2023 | 67.92% |
| June 30, 2023 | 67.92% |
| May 31, 2023 | 67.92% |
| April 30, 2023 | 67.92% |
| March 31, 2023 | 67.92% |
| February 28, 2023 | 67.92% |
| January 31, 2023 | 67.92% |
| December 31, 2022 | 67.92% |
| November 30, 2022 | 67.92% |
| October 31, 2022 | 67.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.92% |
| August 31, 2022 | 67.92% |
| July 31, 2022 | 67.92% |
| June 30, 2022 | 67.92% |
| May 31, 2022 | 67.92% |
| April 30, 2022 | 67.92% |
| March 31, 2022 | 67.92% |
| February 28, 2022 | 67.92% |
| January 31, 2022 | 67.92% |
| December 31, 2021 | 67.92% |
| November 30, 2021 | 67.92% |
| October 31, 2021 | 67.92% |
| September 30, 2021 | 67.92% |
| August 31, 2021 | 67.92% |
| July 31, 2021 | 67.92% |
| June 30, 2021 | 67.92% |
| May 31, 2021 | 67.92% |
| April 30, 2021 | 67.92% |
| March 31, 2021 | 67.92% |
| February 28, 2021 | 67.92% |
| January 31, 2021 | 67.92% |
| December 31, 2020 | 67.92% |
| November 30, 2020 | 71.17% |
| October 31, 2020 | 71.17% |
| September 30, 2020 | 71.17% |
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
67.92%
Minimum
Dec 2020
71.17%
Maximum
Nov 2019
68.63%
Average
67.92%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| EMCOR Group Inc | 48.00% |
| Dycom Industries Inc | 89.01% |
| Argan Inc | 55.29% |
| Ameresco Inc | 81.43% |
| Great Lakes Dredge & Dock Corp | 70.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.03 |
| Beta (5Y) | 1.703 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.88% |
| Historical Sharpe Ratio (5Y) | 0.235 |
| Historical Sortino (5Y) | 0.3542 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.16% |