Arcosa Inc (ACA)

99.35 +0.27 (+0.27%) USD  |  NYSE  |  Dec 20, 16:00
99.32 -0.04 (-0.04%) After-Hours: 20:00
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Arcosa Max Drawdown (5Y): 36.79% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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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) 10.68
Beta (5Y) 0.7445
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.88%
Historical Sharpe Ratio (5Y) 0.6087
Historical Sortino (5Y) 1.160
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.01%