Tutor Perini Corp (TPC)
28.52
-0.17
(-0.59%)
USD |
NYSE |
Nov 22, 16:00
28.50
-0.02
(-0.09%)
After-Hours: 20:00
Tutor Perini Max Drawdown (5Y): 91.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.02% |
| September 30, 2024 | 91.02% |
| August 31, 2024 | 91.02% |
| July 31, 2024 | 91.02% |
| June 30, 2024 | 91.02% |
| May 31, 2024 | 91.02% |
| April 30, 2024 | 91.02% |
| March 31, 2024 | 91.02% |
| February 29, 2024 | 91.02% |
| January 31, 2024 | 91.02% |
| December 31, 2023 | 91.02% |
| November 30, 2023 | 91.02% |
| October 31, 2023 | 91.02% |
| September 30, 2023 | 91.02% |
| August 31, 2023 | 91.02% |
| July 31, 2023 | 91.02% |
| June 30, 2023 | 91.02% |
| May 31, 2023 | 91.02% |
| April 30, 2023 | 91.02% |
| March 31, 2023 | 91.02% |
| February 28, 2023 | 91.02% |
| January 31, 2023 | 91.02% |
| December 31, 2022 | 91.02% |
| November 30, 2022 | 91.02% |
| October 31, 2022 | 91.02% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.02% |
| August 31, 2022 | 91.02% |
| July 31, 2022 | 91.02% |
| June 30, 2022 | 91.02% |
| May 31, 2022 | 91.02% |
| April 30, 2022 | 91.02% |
| March 31, 2022 | 91.02% |
| February 28, 2022 | 91.02% |
| January 31, 2022 | 91.02% |
| December 31, 2021 | 91.02% |
| November 30, 2021 | 91.02% |
| October 31, 2021 | 91.02% |
| September 30, 2021 | 91.02% |
| August 31, 2021 | 91.02% |
| July 31, 2021 | 91.02% |
| June 30, 2021 | 91.02% |
| May 31, 2021 | 91.02% |
| April 30, 2021 | 91.02% |
| March 31, 2021 | 91.02% |
| February 28, 2021 | 91.02% |
| January 31, 2021 | 91.02% |
| December 31, 2020 | 91.02% |
| November 30, 2020 | 91.02% |
| October 31, 2020 | 91.02% |
| September 30, 2020 | 91.02% |
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
71.39%
Minimum
Nov 2019
91.02%
Maximum
Mar 2020
89.71%
Average
91.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Moro Corp | 52.67% |
| Great Lakes Dredge & Dock Corp | 70.32% |
| Innovate Corp | 98.68% |
| Correlate Energy Corp | 96.96% |
| TopBuild Corp | 52.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.85 |
| Beta (5Y) | 1.500 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.92% |
| Historical Sharpe Ratio (5Y) | 0.1352 |
| Historical Sortino (5Y) | 0.2467 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.32% |