Acorn Energy Inc (ACFN)
8.00
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Acorn Energy Max Drawdown (5Y): 86.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.49% |
| March 31, 2024 | 88.33% |
| February 29, 2024 | 88.80% |
| January 31, 2024 | 89.34% |
| December 31, 2023 | 89.34% |
| November 30, 2023 | 90.75% |
| October 31, 2023 | 92.54% |
| September 30, 2023 | 92.74% |
| August 31, 2023 | 93.55% |
| July 31, 2023 | 93.98% |
| June 30, 2023 | 93.98% |
| May 31, 2023 | 94.08% |
| April 30, 2023 | 95.46% |
| March 31, 2023 | 95.46% |
| February 28, 2023 | 96.79% |
| January 31, 2023 | 96.79% |
| December 31, 2022 | 97.35% |
| November 30, 2022 | 97.76% |
| October 31, 2022 | 97.90% |
| September 30, 2022 | 98.03% |
| August 31, 2022 | 98.06% |
| July 31, 2022 | 98.06% |
| June 30, 2022 | 98.06% |
| May 31, 2022 | 98.14% |
| April 30, 2022 | 98.14% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.14% |
| February 28, 2022 | 98.14% |
| January 31, 2022 | 98.14% |
| December 31, 2021 | 98.14% |
| November 30, 2021 | 98.14% |
| October 31, 2021 | 98.57% |
| September 30, 2021 | 98.69% |
| August 31, 2021 | 98.81% |
| July 31, 2021 | 98.81% |
| June 30, 2021 | 98.81% |
| May 31, 2021 | 98.81% |
| April 30, 2021 | 98.81% |
| March 31, 2021 | 98.81% |
| February 28, 2021 | 98.81% |
| January 31, 2021 | 99.03% |
| December 31, 2020 | 99.07% |
| November 30, 2020 | 99.09% |
| October 31, 2020 | 99.37% |
| September 30, 2020 | 99.37% |
| August 31, 2020 | 99.37% |
| July 31, 2020 | 99.37% |
| June 30, 2020 | 99.37% |
| May 31, 2020 | 99.37% |
| April 30, 2020 | 99.37% |
| March 31, 2020 | 99.37% |
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
86.49%
Minimum
Apr 2024
99.37%
Maximum
May 2019
97.09%
Average
98.36%
Median
Max Drawdown (5Y) Benchmarks
| ESCO Technologies Inc | 45.96% |
| Faro Technologies Inc | 89.26% |
| Luna Innovations Inc | 84.44% |
| Trimble Inc | 57.35% |
| Know Labs Inc | 94.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.189 |
| Beta (5Y) | 0.6761 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.48% |
| Historical Sharpe Ratio (5Y) | 0.243 |
| Historical Sortino (5Y) | 0.5022 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.84% |