ENGlobal Corp (ENG)
1.650
0.00 (0.00%)
USD |
NASDAQ |
May 20, 16:00
ENGlobal Max Drawdown (5Y): 98.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.27% |
March 31, 2024 | 98.27% |
February 29, 2024 | 98.27% |
January 31, 2024 | 98.09% |
December 31, 2023 | 97.60% |
November 30, 2023 | 97.23% |
October 31, 2023 | 96.90% |
September 30, 2023 | 96.53% |
August 31, 2023 | 96.53% |
July 31, 2023 | 96.53% |
June 30, 2023 | 96.53% |
May 31, 2023 | 96.53% |
April 30, 2023 | 96.53% |
March 31, 2023 | 94.55% |
February 28, 2023 | 91.55% |
January 31, 2023 | 91.55% |
December 31, 2022 | 91.16% |
November 30, 2022 | 90.52% |
October 31, 2022 | 90.34% |
September 30, 2022 | 90.34% |
August 31, 2022 | 90.34% |
July 31, 2022 | 90.34% |
June 30, 2022 | 90.34% |
May 31, 2022 | 90.34% |
April 30, 2022 | 90.34% |
Date | Value |
---|---|
March 31, 2022 | 90.34% |
February 28, 2022 | 90.34% |
January 31, 2022 | 90.34% |
December 31, 2021 | 87.50% |
November 30, 2021 | 87.50% |
October 31, 2021 | 87.50% |
September 30, 2021 | 87.50% |
August 31, 2021 | 87.50% |
July 31, 2021 | 87.50% |
June 30, 2021 | 87.50% |
May 31, 2021 | 87.50% |
April 30, 2021 | 87.50% |
March 31, 2021 | 87.50% |
February 28, 2021 | 87.50% |
January 31, 2021 | 87.50% |
December 31, 2020 | 87.50% |
November 30, 2020 | 87.50% |
October 31, 2020 | 87.50% |
September 30, 2020 | 87.50% |
August 31, 2020 | 87.50% |
July 31, 2020 | 87.50% |
June 30, 2020 | 87.50% |
May 31, 2020 | 87.50% |
April 30, 2020 | 87.50% |
March 31, 2020 | 87.50% |
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
87.50%
Minimum
May 2019
98.27%
Maximum
Feb 2024
90.44%
Average
87.50%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Exponent Inc | 42.46% |
Tetra Tech Inc | 36.98% |
Willdan Group Inc | 78.71% |
NV5 Global Inc | 67.98% |
Concrete Pumping Holdings Inc | 84.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.74 |
Beta (5Y) | 1.413 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 143.9% |
Historical Sharpe Ratio (5Y) | -0.1598 |
Historical Sortino (5Y) | -0.5685 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.04% |