ACI Worldwide Inc (ACIW)
34.35
+0.25
(+0.73%)
USD |
NASDAQ |
May 01, 16:00
34.34
-0.01
(-0.03%)
After-Hours: 20:00
ACI Worldwide Max Drawdown (5Y): 54.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.18% |
March 31, 2024 | 54.18% |
February 29, 2024 | 54.18% |
January 31, 2024 | 54.18% |
December 31, 2023 | 54.18% |
November 30, 2023 | 54.18% |
October 31, 2023 | 54.18% |
September 30, 2023 | 53.60% |
August 31, 2023 | 53.60% |
July 31, 2023 | 53.60% |
June 30, 2023 | 53.60% |
May 31, 2023 | 53.60% |
April 30, 2023 | 53.60% |
March 31, 2023 | 53.60% |
February 28, 2023 | 53.60% |
January 31, 2023 | 53.60% |
December 31, 2022 | 53.60% |
November 30, 2022 | 53.60% |
October 31, 2022 | 52.58% |
September 30, 2022 | 52.58% |
August 31, 2022 | 45.74% |
July 31, 2022 | 45.74% |
June 30, 2022 | 45.74% |
May 31, 2022 | 45.74% |
April 30, 2022 | 45.74% |
Date | Value |
---|---|
March 31, 2022 | 45.74% |
February 28, 2022 | 45.74% |
January 31, 2022 | 45.74% |
December 31, 2021 | 45.74% |
November 30, 2021 | 45.74% |
October 31, 2021 | 45.74% |
September 30, 2021 | 45.74% |
August 31, 2021 | 45.74% |
July 31, 2021 | 45.74% |
June 30, 2021 | 45.74% |
May 31, 2021 | 45.74% |
April 30, 2021 | 45.74% |
March 31, 2021 | 45.74% |
February 28, 2021 | 45.74% |
January 31, 2021 | 45.74% |
December 31, 2020 | 45.74% |
November 30, 2020 | 45.74% |
October 31, 2020 | 45.74% |
September 30, 2020 | 45.74% |
August 31, 2020 | 45.74% |
July 31, 2020 | 45.74% |
June 30, 2020 | 45.74% |
May 31, 2020 | 45.74% |
April 30, 2020 | 45.74% |
March 31, 2020 | 45.74% |
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
36.58%
Minimum
May 2019
54.18%
Maximum
Oct 2023
46.87%
Average
45.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Adobe Inc | 60.02% |
8x8 Inc | 94.36% |
Splunk Inc (DELISTED) | 69.58% |
Alteryx Inc (DELISTED) | 84.53% |
Vertex Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.29 |
Beta (5Y) | 1.205 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.71% |
Historical Sharpe Ratio (5Y) | -0.0779 |
Historical Sortino (5Y) | -0.1381 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.32% |