Summit Materials Inc (SUM)
51.16
+2.76
(+5.70%)
USD |
NYSE |
Nov 21, 16:00
51.18
+0.02
(+0.04%)
After-Hours: 20:00
Summit Materials Max Drawdown (5Y): 74.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.81% |
September 30, 2024 | 74.81% |
August 31, 2024 | 74.81% |
July 31, 2024 | 74.81% |
June 30, 2024 | 74.81% |
May 31, 2024 | 74.81% |
April 30, 2024 | 74.81% |
March 31, 2024 | 74.81% |
February 29, 2024 | 74.81% |
January 31, 2024 | 74.81% |
December 31, 2023 | 74.81% |
November 30, 2023 | 74.81% |
October 31, 2023 | 74.81% |
September 30, 2023 | 74.81% |
August 31, 2023 | 74.81% |
July 31, 2023 | 74.81% |
June 30, 2023 | 74.81% |
May 31, 2023 | 74.81% |
April 30, 2023 | 74.81% |
March 31, 2023 | 74.81% |
February 28, 2023 | 74.81% |
January 31, 2023 | 74.81% |
December 31, 2022 | 74.81% |
November 30, 2022 | 74.81% |
October 31, 2022 | 74.81% |
Date | Value |
---|---|
September 30, 2022 | 74.81% |
August 31, 2022 | 74.81% |
July 31, 2022 | 74.81% |
June 30, 2022 | 74.81% |
May 31, 2022 | 74.81% |
April 30, 2022 | 74.81% |
March 31, 2022 | 74.81% |
February 28, 2022 | 74.81% |
January 31, 2022 | 74.81% |
December 31, 2021 | 74.81% |
November 30, 2021 | 74.81% |
October 31, 2021 | 74.81% |
September 30, 2021 | 74.81% |
August 31, 2021 | 74.81% |
July 31, 2021 | 74.81% |
June 30, 2021 | 74.81% |
May 31, 2021 | 74.81% |
April 30, 2021 | 74.81% |
March 31, 2021 | 74.81% |
February 28, 2021 | 74.81% |
January 31, 2021 | 74.81% |
December 31, 2020 | 74.81% |
November 30, 2020 | 74.81% |
October 31, 2020 | 74.81% |
September 30, 2020 | 74.81% |
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
65.83%
Minimum
Nov 2019
74.81%
Maximum
Mar 2020
74.21%
Average
74.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Eagle Materials Inc | 63.78% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 99.08% |
Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.047 |
Beta (5Y) | 1.140 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.08% |
Historical Sharpe Ratio (5Y) | 0.3172 |
Historical Sortino (5Y) | 0.4471 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.82% |