Exponent, Inc. (EXPO)
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-2.60
(-3.72%)
USD |
NASDAQ |
Oct 02, 16:00
67.33
+0.03
(+0.04%)
After-Hours: 20:00
Exponent Max Drawdown (5Y) : 54.78% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 54.78% |
| August 31, 2026 | 54.78% |
| July 31, 2026 | 54.78% |
| June 30, 2026 | 54.78% |
| May 31, 2026 | 54.78% |
| April 30, 2026 | 45.68% |
| March 31, 2026 | 45.68% |
| February 28, 2026 | 45.47% |
| January 31, 2026 | 45.47% |
| December 31, 2025 | 45.47% |
| November 30, 2025 | 45.47% |
| October 31, 2025 | 45.47% |
| September 30, 2025 | 43.15% |
| August 31, 2025 | 43.15% |
| July 31, 2025 | 42.74% |
| June 30, 2025 | 42.46% |
| May 31, 2025 | 42.46% |
| April 30, 2025 | 42.46% |
| March 31, 2025 | 42.46% |
| February 28, 2025 | 42.46% |
| January 31, 2025 | 42.46% |
| December 31, 2024 | 42.46% |
| November 30, 2024 | 42.46% |
| October 31, 2024 | 42.46% |
| September 30, 2024 | 42.46% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 34.97% |
| August 31, 2022 | 34.97% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Jacobs Solutions, Inc. | 34.44% |
| MISTRAS Group, Inc. | 83.74% |
| TIC Solutions, Inc. | -- |
| AECOM | 55.94% |
| Asure Software, Inc. | 73.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.93 |
| Beta (5Y) | 0.6934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.13% |
| Historical Sharpe Ratio (5Y) | -0.462 |
| Historical Sortino (5Y) | -0.7158 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.96% |