AECOM (ACM)
92.95
+0.59
(+0.64%)
USD |
NYSE |
May 01, 16:00
92.95
0.00 (0.00%)
After-Hours: 20:00
AECOM Max Drawdown (5Y): 54.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.12% |
March 31, 2024 | 54.12% |
February 29, 2024 | 54.12% |
January 31, 2024 | 54.12% |
December 31, 2023 | 54.12% |
November 30, 2023 | 54.12% |
October 31, 2023 | 54.12% |
September 30, 2023 | 54.12% |
August 31, 2023 | 54.12% |
July 31, 2023 | 54.12% |
June 30, 2023 | 54.12% |
May 31, 2023 | 54.12% |
April 30, 2023 | 54.12% |
March 31, 2023 | 54.12% |
February 28, 2023 | 54.12% |
January 31, 2023 | 54.12% |
December 31, 2022 | 54.12% |
November 30, 2022 | 54.12% |
October 31, 2022 | 54.12% |
September 30, 2022 | 54.12% |
August 31, 2022 | 54.12% |
July 31, 2022 | 54.12% |
June 30, 2022 | 54.12% |
May 31, 2022 | 54.12% |
April 30, 2022 | 54.12% |
Date | Value |
---|---|
March 31, 2022 | 54.12% |
February 28, 2022 | 54.12% |
January 31, 2022 | 54.12% |
December 31, 2021 | 54.12% |
November 30, 2021 | 54.12% |
October 31, 2021 | 54.12% |
September 30, 2021 | 54.12% |
August 31, 2021 | 54.12% |
July 31, 2021 | 54.12% |
June 30, 2021 | 54.12% |
May 31, 2021 | 54.12% |
April 30, 2021 | 54.12% |
March 31, 2021 | 54.12% |
February 28, 2021 | 54.12% |
January 31, 2021 | 54.12% |
December 31, 2020 | 54.12% |
November 30, 2020 | 54.12% |
October 31, 2020 | 54.12% |
September 30, 2020 | 54.12% |
August 31, 2020 | 54.12% |
July 31, 2020 | 54.12% |
June 30, 2020 | 54.12% |
May 31, 2020 | 54.12% |
April 30, 2020 | 54.12% |
March 31, 2020 | 54.12% |
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
39.29%
Minimum
May 2019
54.12%
Maximum
Mar 2020
51.65%
Average
54.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
KBR Inc | 57.97% |
Tetra Tech Inc | 36.98% |
NV5 Global Inc | 67.98% |
Masco Corp | 44.83% |
ENGlobal Corp | 98.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.969 |
Beta (5Y) | 1.230 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.50% |
Historical Sharpe Ratio (5Y) | 0.6174 |
Historical Sortino (5Y) | 0.7263 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.24% |