Construction Partners Inc (ROAD)
96.85
+5.54
(+6.07%)
USD |
NASDAQ |
Nov 21, 16:00
96.34
-0.51
(-0.53%)
Pre-Market: 20:00
Construction Partners Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Armstrong World Industries Inc | 46.43% |
| Great Lakes Dredge & Dock Corp | 70.32% |
| Granite Construction Inc | 84.73% |
| Southland Holdings Inc | -- |
| Comfort Systems USA Inc | 49.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 24.90 |
| Beta (5Y) | 0.6525 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.24% |
| Historical Sharpe Ratio (5Y) | 0.8281 |
| Historical Sortino (5Y) | 1.556 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |