Vulcan Materials Co (VMC)
284.61
+3.43
(+1.22%)
USD |
NYSE |
Nov 22, 16:00
283.52
-1.09
(-0.38%)
Pre-Market: 20:00
Vulcan Materials Max Drawdown (5Y): 49.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.22% |
| September 30, 2024 | 49.22% |
| August 31, 2024 | 49.22% |
| July 31, 2024 | 49.22% |
| June 30, 2024 | 49.22% |
| May 31, 2024 | 49.22% |
| April 30, 2024 | 49.22% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
49.22%
Maximum
Mar 2020
48.60%
Average
49.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Martin Marietta Materials Inc | 48.34% |
| United States Lime & Minerals Inc | 34.95% |
| United States Antimony Corp | 89.76% |
| NioCorp Developments Ltd | 87.94% |
| MP Materials Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.158 |
| Beta (5Y) | 0.8056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.82% |
| Historical Sharpe Ratio (5Y) | 0.4358 |
| Historical Sortino (5Y) | 0.6569 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.65% |