United States Lime & Minerals Inc (USLM)
150.53
+10.66
(+7.62%)
USD |
NASDAQ |
Nov 21, 15:43
United States Lime & Minerals Max Drawdown (5Y): 34.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.95% |
| September 30, 2024 | 34.95% |
| August 31, 2024 | 34.95% |
| July 31, 2024 | 34.95% |
| June 30, 2024 | 34.95% |
| May 31, 2024 | 34.95% |
| April 30, 2024 | 34.95% |
| March 31, 2024 | 34.95% |
| February 29, 2024 | 34.95% |
| January 31, 2024 | 34.95% |
| December 31, 2023 | 34.95% |
| November 30, 2023 | 34.95% |
| October 31, 2023 | 34.95% |
| September 30, 2023 | 34.95% |
| August 31, 2023 | 34.95% |
| July 31, 2023 | 34.95% |
| June 30, 2023 | 34.95% |
| May 31, 2023 | 34.95% |
| April 30, 2023 | 34.95% |
| March 31, 2023 | 34.95% |
| February 28, 2023 | 34.95% |
| January 31, 2023 | 34.95% |
| December 31, 2022 | 34.95% |
| November 30, 2022 | 34.95% |
| October 31, 2022 | 34.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.95% |
| August 31, 2022 | 34.95% |
| July 31, 2022 | 34.95% |
| June 30, 2022 | 34.95% |
| May 31, 2022 | 34.95% |
| April 30, 2022 | 34.95% |
| March 31, 2022 | 34.95% |
| February 28, 2022 | 34.95% |
| January 31, 2022 | 34.95% |
| December 31, 2021 | 34.95% |
| November 30, 2021 | 34.95% |
| October 31, 2021 | 34.95% |
| September 30, 2021 | 34.95% |
| August 31, 2021 | 34.95% |
| July 31, 2021 | 34.95% |
| June 30, 2021 | 34.95% |
| May 31, 2021 | 34.95% |
| April 30, 2021 | 34.95% |
| March 31, 2021 | 34.95% |
| February 28, 2021 | 34.95% |
| January 31, 2021 | 34.95% |
| December 31, 2020 | 34.95% |
| November 30, 2020 | 34.95% |
| October 31, 2020 | 34.95% |
| September 30, 2020 | 37.34% |
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
34.95%
Minimum
Oct 2020
38.36%
Maximum
Nov 2019
35.55%
Average
34.95%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Martin Marietta Materials Inc | 48.34% |
| Vulcan Materials Co | 49.22% |
| United States Antimony Corp | 89.76% |
| NioCorp Developments Ltd | 87.94% |
| MP Materials Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 34.20 |
| Beta (5Y) | 0.8216 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.55% |
| Historical Sharpe Ratio (5Y) | 1.377 |
| Historical Sortino (5Y) | 2.555 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.13% |