Great Lakes Dredge & Dock Corp (GLDD)
6.97
+0.02
(+0.29%)
USD |
NASDAQ |
May 03, 13:22
Great Lakes Dredge & Dock Max Drawdown (5Y): 70.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.32% |
| March 31, 2024 | 70.32% |
| February 29, 2024 | 70.32% |
| January 31, 2024 | 70.32% |
| December 31, 2023 | 70.32% |
| November 30, 2023 | 70.32% |
| October 31, 2023 | 70.32% |
| September 30, 2023 | 70.32% |
| August 31, 2023 | 70.32% |
| July 31, 2023 | 70.32% |
| June 30, 2023 | 70.32% |
| May 31, 2023 | 70.32% |
| April 30, 2023 | 70.32% |
| March 31, 2023 | 70.32% |
| February 28, 2023 | 64.94% |
| January 31, 2023 | 64.94% |
| December 31, 2022 | 64.94% |
| November 30, 2022 | 59.99% |
| October 31, 2022 | 55.41% |
| September 30, 2022 | 53.80% |
| August 31, 2022 | 56.13% |
| July 31, 2022 | 56.13% |
| June 30, 2022 | 60.62% |
| May 31, 2022 | 63.61% |
| April 30, 2022 | 63.61% |
| Date | Value |
|---|---|
| March 31, 2022 | 63.61% |
| February 28, 2022 | 63.61% |
| January 31, 2022 | 63.61% |
| December 31, 2021 | 63.61% |
| November 30, 2021 | 63.61% |
| October 31, 2021 | 63.61% |
| September 30, 2021 | 63.61% |
| August 31, 2021 | 69.59% |
| July 31, 2021 | 69.59% |
| June 30, 2021 | 69.59% |
| May 31, 2021 | 69.59% |
| April 30, 2021 | 69.59% |
| March 31, 2021 | 69.59% |
| February 28, 2021 | 69.59% |
| January 31, 2021 | 69.59% |
| December 31, 2020 | 69.59% |
| November 30, 2020 | 69.59% |
| October 31, 2020 | 69.69% |
| September 30, 2020 | 69.69% |
| August 31, 2020 | 69.69% |
| July 31, 2020 | 69.69% |
| June 30, 2020 | 69.69% |
| May 31, 2020 | 69.69% |
| April 30, 2020 | 69.69% |
| March 31, 2020 | 69.69% |
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
53.80%
Minimum
Sep 2022
70.32%
Maximum
Mar 2023
67.40%
Average
69.69%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Orion Group Holdings Inc | 85.38% |
| Fluor Corp | 94.16% |
| Sterling Infrastructure Inc | 59.60% |
| Arcosa Inc | 36.79% |
| Reliant Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.62 |
| Beta (5Y) | 1.004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.78% |
| Historical Sharpe Ratio (5Y) | -0.2763 |
| Historical Sortino (5Y) | -0.4502 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.99% |