Vulcan Materials Co (VMC)
252.47
-3.93
(-1.53%)
USD |
NYSE |
Apr 25, 09:34
Vulcan Materials Max Drawdown (5Y): 49.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.22% |
February 29, 2024 | 49.22% |
January 31, 2024 | 49.22% |
December 31, 2023 | 49.22% |
November 30, 2023 | 49.22% |
October 31, 2023 | 49.22% |
September 30, 2023 | 49.22% |
August 31, 2023 | 49.22% |
July 31, 2023 | 49.22% |
June 30, 2023 | 49.22% |
May 31, 2023 | 49.22% |
April 30, 2023 | 49.22% |
March 31, 2023 | 49.22% |
February 28, 2023 | 49.22% |
January 31, 2023 | 49.22% |
December 31, 2022 | 49.22% |
November 30, 2022 | 49.22% |
October 31, 2022 | 49.22% |
September 30, 2022 | 49.22% |
August 31, 2022 | 49.22% |
July 31, 2022 | 49.22% |
June 30, 2022 | 49.22% |
May 31, 2022 | 49.22% |
April 30, 2022 | 49.22% |
March 31, 2022 | 49.22% |
Date | Value |
---|---|
February 28, 2022 | 49.22% |
January 31, 2022 | 49.22% |
December 31, 2021 | 49.22% |
November 30, 2021 | 49.22% |
October 31, 2021 | 49.22% |
September 30, 2021 | 49.22% |
August 31, 2021 | 49.22% |
July 31, 2021 | 49.22% |
June 30, 2021 | 49.22% |
May 31, 2021 | 49.22% |
April 30, 2021 | 49.22% |
March 31, 2021 | 49.22% |
February 28, 2021 | 49.22% |
January 31, 2021 | 49.22% |
December 31, 2020 | 49.22% |
November 30, 2020 | 49.22% |
October 31, 2020 | 49.22% |
September 30, 2020 | 49.22% |
August 31, 2020 | 49.22% |
July 31, 2020 | 49.22% |
June 30, 2020 | 49.22% |
May 31, 2020 | 49.22% |
April 30, 2020 | 49.22% |
March 31, 2020 | 49.22% |
February 29, 2020 | 39.91% |
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
39.91%
Minimum
Apr 2019
49.22%
Maximum
Mar 2020
47.52%
Average
49.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Martin Marietta Materials Inc | 48.34% |
Yield10 Bioscience Inc | 99.81% |
United States Lime & Minerals Inc | 34.95% |
United States Antimony Corp | 89.76% |
MP Materials Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.430 |
Beta (5Y) | 0.8297 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.48% |
Historical Sharpe Ratio (5Y) | 0.6061 |
Historical Sortino (5Y) | 0.8758 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.58% |