Orion Group Holdings Inc (ORN)
7.62
+0.11
(+1.46%)
USD |
NYSE |
Apr 23, 16:00
7.615
0.00 (0.00%)
After-Hours: 20:00
Orion Group Holdings Max Drawdown (5Y): 85.38% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 85.38% |
| February 29, 2024 | 85.38% |
| January 31, 2024 | 85.38% |
| December 31, 2023 | 85.38% |
| November 30, 2023 | 85.38% |
| October 31, 2023 | 85.38% |
| September 30, 2023 | 85.38% |
| August 31, 2023 | 85.38% |
| July 31, 2023 | 85.38% |
| June 30, 2023 | 85.38% |
| May 31, 2023 | 85.38% |
| April 30, 2023 | 85.38% |
| March 31, 2023 | 85.38% |
| February 28, 2023 | 85.38% |
| January 31, 2023 | 85.38% |
| December 31, 2022 | 85.38% |
| November 30, 2022 | 85.38% |
| October 31, 2022 | 85.38% |
| September 30, 2022 | 85.38% |
| August 31, 2022 | 85.38% |
| July 31, 2022 | 85.38% |
| June 30, 2022 | 85.38% |
| May 31, 2022 | 85.38% |
| April 30, 2022 | 85.38% |
| March 31, 2022 | 85.38% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.38% |
| January 31, 2022 | 85.38% |
| December 31, 2021 | 85.38% |
| November 30, 2021 | 85.38% |
| October 31, 2021 | 85.38% |
| September 30, 2021 | 85.38% |
| August 31, 2021 | 85.38% |
| July 31, 2021 | 85.38% |
| June 30, 2021 | 85.38% |
| May 31, 2021 | 85.38% |
| April 30, 2021 | 85.38% |
| March 31, 2021 | 85.38% |
| February 28, 2021 | 85.38% |
| January 31, 2021 | 85.38% |
| December 31, 2020 | 85.38% |
| November 30, 2020 | 85.38% |
| October 31, 2020 | 85.38% |
| September 30, 2020 | 85.38% |
| August 31, 2020 | 85.38% |
| July 31, 2020 | 85.38% |
| June 30, 2020 | 85.38% |
| May 31, 2020 | 85.38% |
| April 30, 2020 | 85.38% |
| March 31, 2020 | 85.38% |
| February 29, 2020 | 84.63% |
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
79.03%
Minimum
Apr 2019
85.38%
Maximum
Mar 2020
85.15%
Average
85.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Great Lakes Dredge & Dock Corp | 70.32% |
| Fluor Corp | 94.16% |
| Sterling Infrastructure Inc | 59.60% |
| Arcosa Inc | 36.79% |
| Reliant Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.79 |
| Beta (5Y) | 0.7011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.06% |
| Historical Sharpe Ratio (5Y) | 0.3269 |
| Historical Sortino (5Y) | 0.5928 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.27% |