Acacia Research Corp (ACTG)
5.02
+0.11
(+2.24%)
USD |
NASDAQ |
May 03, 16:00
5.01
-0.01
(-0.20%)
After-Hours: 20:00
Acacia Research Max Drawdown (5Y): 86.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.02% |
March 31, 2024 | 86.02% |
February 29, 2024 | 86.02% |
January 31, 2024 | 86.02% |
December 31, 2023 | 86.02% |
November 30, 2023 | 86.02% |
October 31, 2023 | 86.02% |
September 30, 2023 | 86.02% |
August 31, 2023 | 86.02% |
July 31, 2023 | 86.02% |
June 30, 2023 | 86.02% |
May 31, 2023 | 86.02% |
April 30, 2023 | 86.02% |
March 31, 2023 | 86.02% |
February 28, 2023 | 86.02% |
January 31, 2023 | 86.02% |
December 31, 2022 | 86.02% |
November 30, 2022 | 87.38% |
October 31, 2022 | 87.38% |
September 30, 2022 | 87.38% |
August 31, 2022 | 87.38% |
July 31, 2022 | 87.38% |
June 30, 2022 | 87.90% |
May 31, 2022 | 89.52% |
April 30, 2022 | 89.52% |
Date | Value |
---|---|
March 31, 2022 | 89.52% |
February 28, 2022 | 89.52% |
January 31, 2022 | 89.52% |
December 31, 2021 | 89.52% |
November 30, 2021 | 89.52% |
October 31, 2021 | 89.52% |
September 30, 2021 | 89.52% |
August 31, 2021 | 89.52% |
July 31, 2021 | 89.52% |
June 30, 2021 | 89.52% |
May 31, 2021 | 89.52% |
April 30, 2021 | 89.87% |
March 31, 2021 | 90.15% |
February 28, 2021 | 90.15% |
January 31, 2021 | 90.75% |
December 31, 2020 | 92.04% |
November 30, 2020 | 92.90% |
October 31, 2020 | 92.90% |
September 30, 2020 | 92.90% |
August 31, 2020 | 92.90% |
July 31, 2020 | 92.90% |
June 30, 2020 | 92.90% |
May 31, 2020 | 92.90% |
April 30, 2020 | 92.90% |
March 31, 2020 | 92.90% |
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
86.02%
Minimum
Dec 2022
92.90%
Maximum
May 2019
89.48%
Average
89.52%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Chicago Rivet & Machine Co | 58.85% |
Hillenbrand Inc | 71.95% |
Enpro Inc | 65.76% |
Park-Ohio Holdings Corp | 78.54% |
Symbotic Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.297 |
Beta (5Y) | 0.4982 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.80% |
Historical Sharpe Ratio (5Y) | 0.1273 |
Historical Sortino (5Y) | 0.3684 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.26% |