North American Construction Group Ltd. (NOA)
12.24
-0.02
(-0.12%)
USD |
NYSE |
Oct 06, 16:00
12.24
0.00 (0.00%)
After-Hours: 19:09
North American Construction Group Max Drawdown (5Y) : 50.67% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 50.67% |
| August 31, 2026 | 50.67% |
| July 31, 2026 | 50.67% |
| June 30, 2026 | 50.67% |
| May 31, 2026 | 50.67% |
| April 30, 2026 | 50.67% |
| March 31, 2026 | 50.67% |
| February 28, 2026 | 50.43% |
| January 31, 2026 | 50.43% |
| December 31, 2025 | 50.43% |
| November 30, 2025 | 50.43% |
| October 31, 2025 | 50.43% |
| September 30, 2025 | 52.73% |
| August 31, 2025 | 53.18% |
| July 31, 2025 | 53.18% |
| June 30, 2025 | 58.24% |
| May 31, 2025 | 58.24% |
| April 30, 2025 | 65.51% |
| March 31, 2025 | 68.42% |
| February 28, 2025 | 68.42% |
| January 31, 2025 | 68.42% |
| December 31, 2024 | 68.42% |
| November 30, 2024 | 68.42% |
| October 31, 2024 | 68.42% |
| September 30, 2024 | 68.42% |
| Date | Value |
|---|---|
| August 31, 2024 | 68.42% |
| July 31, 2024 | 68.42% |
| June 30, 2024 | 68.42% |
| May 31, 2024 | 68.42% |
| April 30, 2024 | 68.42% |
| March 31, 2024 | 68.42% |
| February 29, 2024 | 68.42% |
| January 31, 2024 | 68.42% |
| December 31, 2023 | 68.42% |
| November 30, 2023 | 68.42% |
| October 31, 2023 | 68.42% |
| September 30, 2023 | 68.42% |
| August 31, 2023 | 68.42% |
| July 31, 2023 | 68.42% |
| June 30, 2023 | 68.42% |
| May 31, 2023 | 68.42% |
| April 30, 2023 | 68.42% |
| March 31, 2023 | 68.42% |
| February 28, 2023 | 68.42% |
| January 31, 2023 | 68.42% |
| December 31, 2022 | 68.42% |
| November 30, 2022 | 68.42% |
| October 31, 2022 | 68.42% |
| September 30, 2022 | 68.42% |
| August 31, 2022 | 68.42% |
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
| Kodiak Gas Services, Inc. | -- |
| Core Laboratories, Inc. | 89.09% |
| Archrock, Inc. | 41.29% |
| Halliburton Co. | 60.14% |
| Hornbeck Offshore Services, Inc. | 76.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.13 |
| Beta (5Y) | 1.118 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.94% |
| Historical Sharpe Ratio (5Y) | -0.1702 |
| Historical Sortino (5Y) | -0.3309 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.13% |