United States Lime & Minerals Inc (USLM)
366.29
-5.31
(-1.43%)
USD |
NASDAQ |
May 10, 16:00
366.29
0.00 (0.00%)
After-Hours: 19:31
United States Lime & Minerals Max Drawdown (5Y): 34.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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 | 34.95% |
August 31, 2020 | 34.95% |
July 31, 2020 | 37.34% |
June 30, 2020 | 38.36% |
May 31, 2020 | 38.36% |
April 30, 2020 | 38.36% |
March 31, 2020 | 38.36% |
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
Aug 2020
38.36%
Maximum
May 2019
35.78%
Average
34.95%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Martin Marietta Materials Inc | 48.34% |
Vulcan Materials Co | 49.22% |
Yield10 Bioscience Inc | 99.99% |
United States Antimony Corp | 89.76% |
MP Materials Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 22.17 |
Beta (5Y) | 0.7861 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.47% |
Historical Sharpe Ratio (5Y) | 0.9831 |
Historical Sortino (5Y) | 1.806 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.10% |