ACMAT Corp (ACMTA)
33.50
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
ACMAT Max Drawdown (5Y): 32.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.52% |
March 31, 2024 | 32.52% |
February 29, 2024 | 32.52% |
January 31, 2024 | 32.52% |
December 31, 2023 | 32.52% |
November 30, 2023 | 32.52% |
October 31, 2023 | 32.52% |
September 30, 2023 | 32.52% |
August 31, 2023 | 32.52% |
July 31, 2023 | 32.52% |
June 30, 2023 | 32.52% |
May 31, 2023 | 32.52% |
April 30, 2023 | 32.52% |
March 31, 2023 | 32.52% |
February 28, 2023 | 32.52% |
January 31, 2023 | 32.52% |
December 31, 2022 | 32.52% |
November 30, 2022 | 32.52% |
October 31, 2022 | 32.52% |
September 30, 2022 | 32.52% |
August 31, 2022 | 32.52% |
July 31, 2022 | 32.52% |
June 30, 2022 | 32.52% |
May 31, 2022 | 32.52% |
April 30, 2022 | 32.52% |
Date | Value |
---|---|
March 31, 2022 | 32.52% |
February 28, 2022 | 32.52% |
January 31, 2022 | 32.52% |
December 31, 2021 | 32.52% |
November 30, 2021 | 32.52% |
October 31, 2021 | 32.52% |
September 30, 2021 | 32.52% |
August 31, 2021 | 32.52% |
July 31, 2021 | 32.52% |
June 30, 2021 | 32.52% |
May 31, 2021 | 32.52% |
April 30, 2021 | 33.46% |
March 31, 2021 | 33.62% |
February 28, 2021 | 33.62% |
January 31, 2021 | 35.38% |
December 31, 2020 | 35.38% |
November 30, 2020 | 35.38% |
October 31, 2020 | 35.38% |
September 30, 2020 | 35.38% |
August 31, 2020 | 35.38% |
July 31, 2020 | 35.38% |
June 30, 2020 | 35.38% |
May 31, 2020 | 35.38% |
April 30, 2020 | 35.38% |
March 31, 2020 | 35.38% |
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
32.52%
Minimum
May 2021
37.50%
Maximum
May 2019
33.83%
Average
32.52%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Cincinnati Financial Corp | 58.14% |
Safety Insurance Group Inc | 32.78% |
Selective Insurance Group Inc | 48.40% |
United Fire Group Inc | 64.48% |
Donegal Group Inc | 30.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.013 |
Beta (5Y) | -0.2062 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.47% |
Historical Sharpe Ratio (5Y) | -0.0422 |
Historical Sortino (5Y) | -0.0614 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.96% |