Arcosa Inc (ACA)
72.39
-3.05
(-4.04%)
USD |
NYSE |
Apr 04, 16:00
72.43
+0.04
(+0.06%)
After-Hours: 20:00
Arcosa Max Drawdown (5Y): 35.78% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Fluor Corp | 89.73% |
| Great Lakes Dredge & Dock Corp | 70.32% |
| Orion Group Holdings Inc | 81.74% |
| Sterling Infrastructure Inc | 59.60% |
| Southland Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.638 |
| Beta (5Y) | 0.8503 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.92% |
| Historical Sharpe Ratio (5Y) | 0.3633 |
| Historical Sortino (5Y) | 0.7721 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.49% |