Orion Group Holdings Inc (ORN)
7.73
-0.11
(-1.40%)
USD |
NYSE |
May 09, 16:00
7.76
+0.03
(+0.39%)
After-Hours: 16:12
Orion Group Holdings Max Drawdown (5Y): 85.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 85.38% |
March 31, 2024 | 85.38% |
February 29, 2024 | 85.38% |
January 31, 2024 | 85.38% |
December 31, 2023 | 85.38% |
November 30, 2023 | 85.38% |
October 31, 2023 | 85.38% |
September 30, 2023 | 85.38% |
August 31, 2023 | 85.38% |
July 31, 2023 | 85.38% |
June 30, 2023 | 85.38% |
May 31, 2023 | 85.38% |
April 30, 2023 | 85.38% |
March 31, 2023 | 85.38% |
February 28, 2023 | 85.38% |
January 31, 2023 | 85.38% |
December 31, 2022 | 85.38% |
November 30, 2022 | 85.38% |
October 31, 2022 | 85.38% |
September 30, 2022 | 85.38% |
August 31, 2022 | 85.38% |
July 31, 2022 | 85.38% |
June 30, 2022 | 85.38% |
May 31, 2022 | 85.38% |
April 30, 2022 | 85.38% |
Date | Value |
---|---|
March 31, 2022 | 85.38% |
February 28, 2022 | 85.38% |
January 31, 2022 | 85.38% |
December 31, 2021 | 85.38% |
November 30, 2021 | 85.38% |
October 31, 2021 | 85.38% |
September 30, 2021 | 85.38% |
August 31, 2021 | 85.38% |
July 31, 2021 | 85.38% |
June 30, 2021 | 85.38% |
May 31, 2021 | 85.38% |
April 30, 2021 | 85.38% |
March 31, 2021 | 85.38% |
February 28, 2021 | 85.38% |
January 31, 2021 | 85.38% |
December 31, 2020 | 85.38% |
November 30, 2020 | 85.38% |
October 31, 2020 | 85.38% |
September 30, 2020 | 85.38% |
August 31, 2020 | 85.38% |
July 31, 2020 | 85.38% |
June 30, 2020 | 85.38% |
May 31, 2020 | 85.38% |
April 30, 2020 | 85.38% |
March 31, 2020 | 85.38% |
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
84.63%
Minimum
May 2019
85.38%
Maximum
Mar 2020
85.25%
Average
85.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Great Lakes Dredge & Dock Corp | 70.32% |
Fluor Corp | 94.16% |
Sterling Infrastructure Inc | 59.60% |
Arcosa Inc | 36.79% |
Reliant Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.78 |
Beta (5Y) | 0.7674 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.23% |
Historical Sharpe Ratio (5Y) | 0.3166 |
Historical Sortino (5Y) | 0.5753 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.27% |