Willdan Group Inc (WLDN)
41.70
-0.06
(-0.14%)
USD |
NASDAQ |
Nov 21, 16:00
41.70
0.00 (0.00%)
After-Hours: 20:00
Willdan Group Max Drawdown (5Y): 78.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.71% |
| September 30, 2024 | 78.71% |
| August 31, 2024 | 78.71% |
| July 31, 2024 | 78.71% |
| June 30, 2024 | 78.71% |
| May 31, 2024 | 78.71% |
| April 30, 2024 | 78.71% |
| March 31, 2024 | 78.71% |
| February 29, 2024 | 78.71% |
| January 31, 2024 | 78.71% |
| December 31, 2023 | 78.71% |
| November 30, 2023 | 78.71% |
| October 31, 2023 | 78.71% |
| September 30, 2023 | 78.71% |
| August 31, 2023 | 78.71% |
| July 31, 2023 | 78.71% |
| June 30, 2023 | 78.71% |
| May 31, 2023 | 78.71% |
| April 30, 2023 | 78.71% |
| March 31, 2023 | 78.71% |
| February 28, 2023 | 78.71% |
| January 31, 2023 | 78.71% |
| December 31, 2022 | 78.71% |
| November 30, 2022 | 78.71% |
| October 31, 2022 | 78.71% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.80% |
| August 31, 2022 | 58.19% |
| July 31, 2022 | 57.24% |
| June 30, 2022 | 57.24% |
| May 31, 2022 | 55.68% |
| April 30, 2022 | 53.70% |
| March 31, 2022 | 53.70% |
| February 28, 2022 | 53.70% |
| January 31, 2022 | 53.70% |
| December 31, 2021 | 53.70% |
| November 30, 2021 | 53.70% |
| October 31, 2021 | 53.70% |
| September 30, 2021 | 53.70% |
| August 31, 2021 | 53.70% |
| July 31, 2021 | 53.70% |
| June 30, 2021 | 53.70% |
| May 31, 2021 | 53.70% |
| April 30, 2021 | 53.70% |
| March 31, 2021 | 53.70% |
| February 28, 2021 | 57.22% |
| January 31, 2021 | 61.45% |
| December 31, 2020 | 61.45% |
| November 30, 2020 | 61.45% |
| October 31, 2020 | 61.45% |
| September 30, 2020 | 61.45% |
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
53.70%
Minimum
Mar 2021
78.71%
Maximum
Oct 2022
66.66%
Average
61.45%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| ENGlobal Corp | 98.29% |
| Exponent Inc | 42.46% |
| Tetra Tech Inc | 36.98% |
| NV5 Global Inc | 67.98% |
| Concrete Pumping Holdings Inc | 84.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.00 |
| Beta (5Y) | 1.391 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.85% |
| Historical Sharpe Ratio (5Y) | 0.1316 |
| Historical Sortino (5Y) | 0.1975 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.47% |