Sterling Infrastructure Inc (STRL)

175.15 +0.43 (+0.25%) USD  |  NASDAQ  |  Dec 20, 16:00
174.22 -0.93 (-0.53%) After-Hours: 20:00
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Sterling Infrastructure Max Drawdown (5Y): 59.60% 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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Fluor Corp 94.16%
Great Lakes Dredge & Dock Corp 70.32%
Orion Group Holdings Inc 85.38%
Arcosa Inc 36.79%
Reliant Holdings Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 49.18
Beta (5Y) 1.222
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 54.24%
Historical Sharpe Ratio (5Y) 1.208
Historical Sortino (5Y) 2.406
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.65%