ACI Worldwide Inc (ACIW)
55.01
-1.69
(-2.98%)
USD |
NASDAQ |
Nov 14, 16:00
55.01
0.00 (0.00%)
After-Hours: 16:58
ACI Worldwide Max Drawdown (5Y): 54.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.18% |
| September 30, 2024 | 54.18% |
| August 31, 2024 | 54.18% |
| July 31, 2024 | 54.18% |
| June 30, 2024 | 54.18% |
| May 31, 2024 | 54.18% |
| April 30, 2024 | 54.18% |
| March 31, 2024 | 54.18% |
| February 29, 2024 | 54.18% |
| January 31, 2024 | 54.18% |
| December 31, 2023 | 54.18% |
| November 30, 2023 | 54.18% |
| October 31, 2023 | 54.18% |
| September 30, 2023 | 53.60% |
| August 31, 2023 | 53.60% |
| July 31, 2023 | 53.60% |
| June 30, 2023 | 53.60% |
| May 31, 2023 | 53.60% |
| April 30, 2023 | 53.60% |
| March 31, 2023 | 53.60% |
| February 28, 2023 | 53.60% |
| January 31, 2023 | 53.60% |
| December 31, 2022 | 53.60% |
| November 30, 2022 | 53.60% |
| October 31, 2022 | 52.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.58% |
| August 31, 2022 | 45.74% |
| July 31, 2022 | 45.74% |
| June 30, 2022 | 45.74% |
| May 31, 2022 | 45.74% |
| April 30, 2022 | 45.74% |
| March 31, 2022 | 45.74% |
| February 28, 2022 | 45.74% |
| January 31, 2022 | 45.74% |
| December 31, 2021 | 45.74% |
| November 30, 2021 | 45.74% |
| October 31, 2021 | 45.74% |
| September 30, 2021 | 45.74% |
| August 31, 2021 | 45.74% |
| July 31, 2021 | 45.74% |
| June 30, 2021 | 45.74% |
| May 31, 2021 | 45.74% |
| April 30, 2021 | 45.74% |
| March 31, 2021 | 45.74% |
| February 28, 2021 | 45.74% |
| January 31, 2021 | 45.74% |
| December 31, 2020 | 45.74% |
| November 30, 2020 | 45.74% |
| October 31, 2020 | 45.74% |
| September 30, 2020 | 45.74% |
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
36.58%
Minimum
Nov 2019
54.18%
Maximum
Oct 2023
48.63%
Average
45.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vertex Inc | -- |
| Intapp Inc | -- |
| Automatic Data Processing Inc | 39.40% |
| Inuvo Inc | 95.07% |
| Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.339 |
| Beta (5Y) | 1.192 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.74% |
| Historical Sharpe Ratio (5Y) | 0.1917 |
| Historical Sortino (5Y) | 0.3419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.19% |