Orion Group Holdings Inc (ORN)

7.68 +0.05 (+0.66%) USD  |  NYSE  |  Dec 20, 16:00
7.70 +0.02 (+0.26%) After-Hours: 20:00
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Orion Group Holdings Max Drawdown (5Y): 85.38% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -4.737
Beta (5Y) 0.8942
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.16%
Historical Sharpe Ratio (5Y) 0.1159
Historical Sortino (5Y) 0.1989
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.27%