MYR Group Inc (MYRG)
116.31
+0.64
(+0.55%)
USD |
NASDAQ |
Mar 28, 16:00
116.32
+0.01
(+0.01%)
After-Hours: 20:00
MYR Group Max Drawdown (5Y): 61.52% 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
| Argan Inc | 55.29% |
| Dycom Industries Inc | 89.01% |
| MasTec Inc | 67.92% |
| Energy Services of America Corp | 59.47% |
| Shimmick Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.10 |
| Beta (5Y) | 0.9271 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.12% |
| Historical Sharpe Ratio (5Y) | 0.8784 |
| Historical Sortino (5Y) | 1.573 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.73% |