Sterling Infrastructure Inc (STRL)
110.31
-3.12
(-2.75%)
USD |
NASDAQ |
Mar 28, 16:00
110.30
-0.01
(-0.01%)
After-Hours: 20:00
Sterling Infrastructure Max Drawdown (5Y): 59.60% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 59.60% |
January 31, 2024 | 59.60% |
December 31, 2023 | 59.60% |
November 30, 2023 | 59.60% |
October 31, 2023 | 59.60% |
September 30, 2023 | 59.60% |
August 31, 2023 | 59.60% |
July 31, 2023 | 59.60% |
June 30, 2023 | 59.60% |
May 31, 2023 | 59.60% |
April 30, 2023 | 59.60% |
March 31, 2023 | 59.60% |
February 28, 2023 | 59.60% |
January 31, 2023 | 59.60% |
December 31, 2022 | 59.60% |
November 30, 2022 | 59.60% |
October 31, 2022 | 59.60% |
September 30, 2022 | 59.60% |
August 31, 2022 | 59.60% |
July 31, 2022 | 59.60% |
June 30, 2022 | 59.60% |
May 31, 2022 | 59.60% |
April 30, 2022 | 59.60% |
March 31, 2022 | 59.60% |
February 28, 2022 | 59.60% |
Date | Value |
---|---|
January 31, 2022 | 59.60% |
December 31, 2021 | 59.60% |
November 30, 2021 | 59.60% |
October 31, 2021 | 59.60% |
September 30, 2021 | 59.60% |
August 31, 2021 | 59.60% |
July 31, 2021 | 59.60% |
June 30, 2021 | 59.60% |
May 31, 2021 | 59.60% |
April 30, 2021 | 60.79% |
March 31, 2021 | 63.69% |
February 28, 2021 | 70.08% |
January 31, 2021 | 70.08% |
December 31, 2020 | 70.08% |
November 30, 2020 | 73.30% |
October 31, 2020 | 73.30% |
September 30, 2020 | 73.30% |
August 31, 2020 | 75.25% |
July 31, 2020 | 77.09% |
June 30, 2020 | 77.09% |
May 31, 2020 | 77.09% |
April 30, 2020 | 77.98% |
March 31, 2020 | 78.27% |
February 29, 2020 | 80.70% |
January 31, 2020 | 80.70% |
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
59.60%
Minimum
May 2021
86.51%
Maximum
Mar 2019
67.84%
Average
59.60%
Median
May 2021
Max Drawdown (5Y) Benchmarks
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) | 31.61 |
Beta (5Y) | 1.191 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.75% |
Historical Sharpe Ratio (5Y) | 0.8885 |
Historical Sortino (5Y) | 1.721 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.81% |