ENGlobal Corp (ENG)
1.257
-0.01
(-1.04%)
USD |
NASDAQ |
Nov 21, 16:00
1.25
-0.01
(-0.54%)
After-Hours: 20:00
ENGlobal Max Drawdown (5Y): 98.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.29% |
| September 30, 2024 | 98.29% |
| August 31, 2024 | 98.27% |
| July 31, 2024 | 98.27% |
| June 30, 2024 | 98.27% |
| May 31, 2024 | 98.27% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
98.29%
Maximum
Sep 2024
91.52%
Average
90.34%
Median
Jan 2022
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) | -50.17 |
| Beta (5Y) | 1.461 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 144.4% |
| Historical Sharpe Ratio (5Y) | -0.2168 |
| Historical Sortino (5Y) | -0.7887 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.04% |