Quanta Services Inc (PWR)

328.41 +5.82 (+1.80%) USD  |  NYSE  |  Dec 20, 16:00
330.00 +1.59 (+0.48%) After-Hours: 20:00
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Quanta Services Max Drawdown (5Y): 45.53% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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%
Fluor Corp 94.16%
IES Holdings Inc 54.28%
Sunvault Energy Inc 99.83%
Everus Construction Group Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 36.77
Beta (5Y) 1.035
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.41%
Historical Sharpe Ratio (5Y) 1.470
Historical Sortino (5Y) 2.366
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.16%