Great Lakes Dredge & Dock Corp (GLDD)
8.84
-0.15
(-1.67%)
USD |
NASDAQ |
Mar 28, 16:00
8.85
+0.01
(+0.11%)
After-Hours: 20:00
Great Lakes Dredge & Dock Max Drawdown (5Y): 70.32% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Fluor Corp | 94.16% |
| Orion Group Holdings Inc | 85.38% |
| Sterling Infrastructure Inc | 59.60% |
| Arcosa Inc | 36.79% |
| Construction Partners Inc | 54.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.50 |
| Beta (5Y) | 1.211 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.53% |
| Historical Sharpe Ratio (5Y) | -0.131 |
| Historical Sortino (5Y) | -0.2237 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.80% |