MYR Group Inc (MYRG)

153.34 -1.17 (-0.76%) USD  |  NASDAQ  |  Dec 20, 16:00
153.48 +0.14 (+0.09%) After-Hours: 20:00
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MYR Group Max Drawdown (5Y): 61.52% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Argan Inc 55.29%
Dycom Industries Inc 89.01%
MasTec Inc 67.92%
Energy Services of America Corp 64.52%
Shimmick Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 20.79
Beta (5Y) 0.9336
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.93%
Historical Sharpe Ratio (5Y) 0.8124
Historical Sortino (5Y) 1.320
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.25%