Tetra Tech Inc (TTEK)
39.92
+0.39
(+0.99%)
USD |
NASDAQ |
Jan 08, 16:00
39.90
-0.02
(-0.06%)
After-Hours: 20:00
Tetra Tech Max Drawdown (5Y): 36.98% for Dec. 31, 2024
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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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Maximum
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Median
Max Drawdown (5Y) Benchmarks
Exponent Inc | 42.46% |
Willdan Group Inc | 78.71% |
NV5 Global Inc | 67.98% |
Concrete Pumping Holdings Inc | 84.79% |
Latham Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.712 |
Beta (5Y) | 0.8965 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.43% |
Historical Sharpe Ratio (5Y) | 0.5259 |
Historical Sortino (5Y) | 0.82 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.26% |