Arcosa Inc (ACA)
108.34
+2.51
(+2.37%)
USD |
NYSE |
Nov 21, 16:00
108.42
+0.08
(+0.07%)
Pre-Market: 20:00
Arcosa Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
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% |