Tetra Tech Inc (TTEK)
192.35
-2.24
(-1.15%)
USD |
NASDAQ |
May 01, 16:00
192.35
0.00 (0.00%)
After-Hours: 20:00
Tetra Tech Max Drawdown (5Y): 36.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.98% |
| March 31, 2024 | 36.98% |
| February 29, 2024 | 36.98% |
| January 31, 2024 | 36.98% |
| December 31, 2023 | 36.98% |
| November 30, 2023 | 36.98% |
| October 31, 2023 | 36.98% |
| September 30, 2023 | 36.98% |
| August 31, 2023 | 36.98% |
| July 31, 2023 | 36.98% |
| June 30, 2023 | 36.98% |
| May 31, 2023 | 36.98% |
| April 30, 2023 | 36.98% |
| March 31, 2023 | 36.98% |
| February 28, 2023 | 36.98% |
| January 31, 2023 | 36.98% |
| December 31, 2022 | 36.98% |
| November 30, 2022 | 36.98% |
| October 31, 2022 | 36.98% |
| September 30, 2022 | 36.98% |
| August 31, 2022 | 36.98% |
| July 31, 2022 | 36.98% |
| June 30, 2022 | 36.98% |
| May 31, 2022 | 34.96% |
| April 30, 2022 | 32.89% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.89% |
| February 28, 2022 | 32.89% |
| January 31, 2022 | 32.89% |
| December 31, 2021 | 32.89% |
| November 30, 2021 | 32.89% |
| October 31, 2021 | 32.89% |
| September 30, 2021 | 32.89% |
| August 31, 2021 | 32.89% |
| July 31, 2021 | 32.89% |
| June 30, 2021 | 32.89% |
| May 31, 2021 | 32.89% |
| April 30, 2021 | 32.89% |
| March 31, 2021 | 32.89% |
| February 28, 2021 | 32.89% |
| January 31, 2021 | 32.89% |
| December 31, 2020 | 32.89% |
| November 30, 2020 | 32.89% |
| October 31, 2020 | 32.89% |
| September 30, 2020 | 32.89% |
| August 31, 2020 | 32.89% |
| July 31, 2020 | 32.89% |
| June 30, 2020 | 32.89% |
| May 31, 2020 | 32.89% |
| April 30, 2020 | 32.89% |
| March 31, 2020 | 32.66% |
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
32.66%
Minimum
May 2019
36.98%
Maximum
Jun 2022
34.45%
Average
32.89%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| AECOM | 54.12% |
| KBR Inc | 57.97% |
| ENGlobal Corp | 98.27% |
| Exponent Inc | 42.46% |
| Willdan Group Inc | 78.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.07 |
| Beta (5Y) | 0.9272 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.39% |
| Historical Sharpe Ratio (5Y) | 0.7701 |
| Historical Sortino (5Y) | 1.181 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.00% |