Exponent Inc (EXPO)
104.13
-0.64
(-0.61%)
USD |
NASDAQ |
Nov 07, 16:00
104.13
0.00 (0.00%)
After-Hours: 20:00
Exponent Max Drawdown (5Y): 42.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.46% |
| September 30, 2024 | 42.46% |
| August 31, 2024 | 42.46% |
| July 31, 2024 | 42.46% |
| June 30, 2024 | 42.46% |
| May 31, 2024 | 42.46% |
| April 30, 2024 | 42.46% |
| March 31, 2024 | 42.46% |
| February 29, 2024 | 42.46% |
| January 31, 2024 | 42.46% |
| December 31, 2023 | 42.46% |
| November 30, 2023 | 42.46% |
| October 31, 2023 | 40.84% |
| September 30, 2023 | 34.97% |
| August 31, 2023 | 34.97% |
| July 31, 2023 | 34.97% |
| June 30, 2023 | 34.97% |
| May 31, 2023 | 34.97% |
| April 30, 2023 | 34.97% |
| March 31, 2023 | 34.97% |
| February 28, 2023 | 34.97% |
| January 31, 2023 | 34.97% |
| December 31, 2022 | 34.97% |
| November 30, 2022 | 34.97% |
| October 31, 2022 | 34.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.97% |
| August 31, 2022 | 34.97% |
| July 31, 2022 | 34.97% |
| June 30, 2022 | 34.97% |
| May 31, 2022 | 32.65% |
| April 30, 2022 | 32.65% |
| March 31, 2022 | 32.65% |
| February 28, 2022 | 32.65% |
| January 31, 2022 | 27.72% |
| December 31, 2021 | 27.72% |
| November 30, 2021 | 27.72% |
| October 31, 2021 | 27.72% |
| September 30, 2021 | 27.72% |
| August 31, 2021 | 27.72% |
| July 31, 2021 | 27.72% |
| June 30, 2021 | 27.72% |
| May 31, 2021 | 27.72% |
| April 30, 2021 | 27.72% |
| March 31, 2021 | 27.72% |
| February 28, 2021 | 27.72% |
| January 31, 2021 | 27.72% |
| December 31, 2020 | 27.72% |
| November 30, 2020 | 27.72% |
| October 31, 2020 | 27.72% |
| September 30, 2020 | 27.72% |
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
17.53%
Minimum
Nov 2019
42.46%
Maximum
Nov 2023
32.47%
Average
32.65%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| ENGlobal Corp | 98.29% |
| 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) | -1.936 |
| Beta (5Y) | 0.6909 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.39% |
| Historical Sharpe Ratio (5Y) | 0.2225 |
| Historical Sortino (5Y) | 0.3519 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.84% |