Exponent Inc (EXPO)

90.67 -0.25 (-0.28%) USD  |  NASDAQ  |  Dec 20, 16:00
90.67 0.00 (0.00%) After-Hours: 20:00
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Exponent Max Drawdown (5Y): 42.46% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Tetra Tech Inc 36.98%
Willdan Group Inc 78.71%
NV5 Global Inc 67.98%
Concrete Pumping Holdings Inc 84.79%
Latham Group Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.376
Beta (5Y) 0.6956
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.75%
Historical Sharpe Ratio (5Y) 0.2493
Historical Sortino (5Y) 0.3984
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.44%