Great Lakes Dredge & Dock Corp (GLDD)
11.38
-0.22
(-1.90%)
USD |
NASDAQ |
Nov 05, 10:18
Great Lakes Dredge & Dock Max Drawdown (5Y): 70.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.32% |
| September 30, 2024 | 70.32% |
| August 31, 2024 | 70.32% |
| July 31, 2024 | 70.32% |
| June 30, 2024 | 70.32% |
| May 31, 2024 | 70.32% |
| April 30, 2024 | 70.32% |
| March 31, 2024 | 70.32% |
| February 29, 2024 | 70.32% |
| January 31, 2024 | 70.32% |
| December 31, 2023 | 70.32% |
| November 30, 2023 | 70.32% |
| October 31, 2023 | 70.32% |
| September 30, 2023 | 70.32% |
| August 31, 2023 | 70.32% |
| July 31, 2023 | 70.32% |
| June 30, 2023 | 70.32% |
| May 31, 2023 | 70.32% |
| April 30, 2023 | 70.32% |
| March 31, 2023 | 70.32% |
| February 28, 2023 | 64.94% |
| January 31, 2023 | 64.94% |
| December 31, 2022 | 64.94% |
| November 30, 2022 | 59.99% |
| October 31, 2022 | 55.41% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.80% |
| August 31, 2022 | 56.13% |
| July 31, 2022 | 56.13% |
| June 30, 2022 | 60.62% |
| May 31, 2022 | 63.61% |
| April 30, 2022 | 63.61% |
| March 31, 2022 | 63.61% |
| February 28, 2022 | 63.61% |
| January 31, 2022 | 63.61% |
| December 31, 2021 | 63.61% |
| November 30, 2021 | 63.61% |
| October 31, 2021 | 63.61% |
| September 30, 2021 | 63.61% |
| August 31, 2021 | 69.59% |
| July 31, 2021 | 69.59% |
| June 30, 2021 | 69.59% |
| May 31, 2021 | 69.59% |
| April 30, 2021 | 69.59% |
| March 31, 2021 | 69.59% |
| February 28, 2021 | 69.59% |
| January 31, 2021 | 69.59% |
| December 31, 2020 | 69.59% |
| November 30, 2020 | 69.59% |
| October 31, 2020 | 69.69% |
| September 30, 2020 | 69.69% |
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
53.80%
Minimum
Sep 2022
70.32%
Maximum
Mar 2023
67.46%
Average
69.69%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Granite Construction Inc | 84.73% |
| Orion Group Holdings Inc | 85.38% |
| Construction Partners Inc | 54.54% |
| Comfort Systems USA Inc | 49.68% |
| Sterling Infrastructure Inc | 59.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.78 |
| Beta (5Y) | 1.135 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.36% |
| Historical Sharpe Ratio (5Y) | -0.028 |
| Historical Sortino (5Y) | -0.0482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.10% |