Arcosa Inc (ACA)
95.66
+1.97
(+2.10%)
USD |
NYSE |
Nov 04, 16:00
96.18
+0.52
(+0.54%)
Pre-Market: 08:33
Arcosa Max Drawdown (5Y): 36.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 36.79% |
September 30, 2024 | 36.79% |
August 31, 2024 | 36.79% |
July 31, 2024 | 36.79% |
June 30, 2024 | 36.79% |
May 31, 2024 | 36.79% |
April 30, 2024 | 36.79% |
March 31, 2024 | 36.79% |
February 29, 2024 | 36.79% |
January 31, 2024 | 36.79% |
December 31, 2023 | 36.79% |
November 30, 2023 | 36.79% |
October 31, 2023 | 36.79% |
September 30, 2023 | 36.79% |
August 31, 2023 | 36.79% |
July 31, 2023 | 36.79% |
June 30, 2023 | 36.79% |
May 31, 2023 | 36.79% |
April 30, 2023 | 36.79% |
March 31, 2023 | 36.79% |
February 28, 2023 | 36.79% |
January 31, 2023 | 36.79% |
December 31, 2022 | 36.79% |
November 30, 2022 | 36.79% |
October 31, 2022 | 36.79% |
Date | Value |
---|---|
September 30, 2022 | 36.79% |
August 31, 2022 | 36.79% |
July 31, 2022 | 36.79% |
June 30, 2022 | 36.79% |
May 31, 2022 | 36.79% |
April 30, 2022 | 36.79% |
March 31, 2022 | 36.79% |
February 28, 2022 | 36.79% |
January 31, 2022 | 36.79% |
December 31, 2021 | 36.79% |
November 30, 2021 | 36.79% |
October 31, 2021 | 36.79% |
September 30, 2021 | 36.79% |
August 31, 2021 | 36.79% |
July 31, 2021 | 36.79% |
June 30, 2021 | 36.79% |
May 31, 2021 | 36.79% |
April 30, 2021 | 36.79% |
March 31, 2021 | 36.79% |
February 28, 2021 | 36.79% |
January 31, 2021 | 36.79% |
December 31, 2020 | 36.79% |
November 30, 2020 | 36.79% |
October 31, 2020 | 36.79% |
September 30, 2020 | 36.79% |
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
29.79%
Minimum
Nov 2019
36.79%
Maximum
Mar 2020
36.33%
Average
36.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fluor Corp | 94.16% |
Great Lakes Dredge & Dock Corp | 70.32% |
Orion Group Holdings Inc | 85.38% |
Sterling Infrastructure Inc | 59.60% |
Reliant Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.368 |
Beta (5Y) | 0.7121 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.71% |
Historical Sharpe Ratio (5Y) | 0.521 |
Historical Sortino (5Y) | 0.9874 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.01% |