Tutor Perini Corp (TPC)
21.25
+0.77
(+3.76%)
USD |
NYSE |
Apr 24, 16:00
22.16
+0.91
(+4.28%)
Pre-Market: 05:15
Tutor Perini Max Drawdown (5Y): 82.81% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Moro Corp | 52.67% |
| Construction Partners Inc | 54.54% |
| Innovate Corp | 92.99% |
| TopBuild Corp | 50.92% |
| Acuren Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.999 |
| Beta (5Y) | 1.470 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.24% |
| Historical Sharpe Ratio (5Y) | 0.4701 |
| Historical Sortino (5Y) | 1.145 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.49% |