MasTec Inc (MTZ)
85.14
-1.38
(-1.60%)
USD |
NYSE |
Apr 24, 16:00
88.78
+3.64
(+4.27%)
After-Hours: 20:00
MasTec Max Drawdown (5Y): 67.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 71.17% |
| July 31, 2020 | 71.17% |
| June 30, 2020 | 71.17% |
| May 31, 2020 | 71.17% |
| April 30, 2020 | 71.17% |
| March 31, 2020 | 71.17% |
| February 29, 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
Apr 2019
69.01%
Average
67.92%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Dycom Industries Inc | 89.01% |
| EMCOR Group Inc | 48.00% |
| Argan Inc | 55.29% |
| Ameresco Inc | 81.43% |
| Orion Group Holdings Inc | 85.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.967 |
| Beta (5Y) | 1.618 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.29% |
| Historical Sharpe Ratio (5Y) | 0.2418 |
| Historical Sortino (5Y) | 0.3595 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.16% |