ACCO Brands Corp (ACCO)
5.005
+0.04
(+0.91%)
USD |
NYSE |
Apr 23, 10:03
ACCO Brands Max Drawdown (5Y): 71.83% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 71.83% |
February 29, 2024 | 71.83% |
January 31, 2024 | 71.83% |
December 31, 2023 | 71.83% |
November 30, 2023 | 71.83% |
October 31, 2023 | 71.83% |
September 30, 2023 | 71.83% |
August 31, 2023 | 71.83% |
July 31, 2023 | 71.83% |
June 30, 2023 | 71.83% |
May 31, 2023 | 71.83% |
April 30, 2023 | 71.83% |
March 31, 2023 | 71.83% |
February 28, 2023 | 71.83% |
January 31, 2023 | 71.83% |
December 31, 2022 | 71.83% |
November 30, 2022 | 71.83% |
October 31, 2022 | 71.83% |
September 30, 2022 | 71.83% |
August 31, 2022 | 71.83% |
July 31, 2022 | 71.83% |
June 30, 2022 | 71.83% |
May 31, 2022 | 71.83% |
April 30, 2022 | 71.83% |
March 31, 2022 | 71.83% |
Date | Value |
---|---|
February 28, 2022 | 71.83% |
January 31, 2022 | 71.83% |
December 31, 2021 | 71.83% |
November 30, 2021 | 71.83% |
October 31, 2021 | 71.83% |
September 30, 2021 | 71.83% |
August 31, 2021 | 71.83% |
July 31, 2021 | 71.83% |
June 30, 2021 | 71.83% |
May 31, 2021 | 71.83% |
April 30, 2021 | 71.83% |
March 31, 2021 | 71.83% |
February 28, 2021 | 71.83% |
January 31, 2021 | 71.83% |
December 31, 2020 | 71.83% |
November 30, 2020 | 71.83% |
October 31, 2020 | 71.83% |
September 30, 2020 | 71.83% |
August 31, 2020 | 71.83% |
July 31, 2020 | 71.83% |
June 30, 2020 | 71.83% |
May 31, 2020 | 71.83% |
April 30, 2020 | 71.83% |
March 31, 2020 | 71.83% |
February 29, 2020 | 56.57% |
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
56.57%
Minimum
Apr 2019
71.83%
Maximum
Mar 2020
69.03%
Average
71.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Chicago Rivet & Machine Co | 58.85% |
CPI Aerostructures Inc | 92.55% |
Ault Alliance Inc | 100.00% |
Espey Manufacturing & Electronics Corp | 54.31% |
Gencor Industries Inc | 50.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.61 |
Beta (5Y) | 1.642 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.27% |
Historical Sharpe Ratio (5Y) | -0.1461 |
Historical Sortino (5Y) | -0.2121 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.94% |