Orion Group Holdings Inc (ORN)
8.73
0.00 (0.00%)
USD |
NYSE |
Nov 22, 09:42
Orion Group Holdings Max Drawdown (5Y): 85.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 85.38% |
September 30, 2024 | 85.38% |
August 31, 2024 | 85.38% |
July 31, 2024 | 85.38% |
June 30, 2024 | 85.38% |
May 31, 2024 | 85.38% |
April 30, 2024 | 85.38% |
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% |
Date | Value |
---|---|
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% |
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% |
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
84.63%
Minimum
Nov 2019
85.38%
Maximum
Mar 2020
85.33%
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 | -- |
Reliant Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.210 |
Beta (5Y) | 0.8025 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.37% |
Historical Sharpe Ratio (5Y) | 0.0362 |
Historical Sortino (5Y) | 0.0596 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.27% |