AECOM (ACM)
93.35
+0.11
(+0.12%)
USD |
NYSE |
Apr 19, 16:00
93.34
-0.01
(-0.01%)
After-Hours: 20:00
AECOM Max Drawdown (5Y): 54.12% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 54.12% |
| February 29, 2024 | 54.12% |
| January 31, 2024 | 54.12% |
| December 31, 2023 | 54.12% |
| November 30, 2023 | 54.12% |
| October 31, 2023 | 54.12% |
| September 30, 2023 | 54.12% |
| August 31, 2023 | 54.12% |
| July 31, 2023 | 54.12% |
| June 30, 2023 | 54.12% |
| May 31, 2023 | 54.12% |
| April 30, 2023 | 54.12% |
| March 31, 2023 | 54.12% |
| February 28, 2023 | 54.12% |
| January 31, 2023 | 54.12% |
| December 31, 2022 | 54.12% |
| November 30, 2022 | 54.12% |
| October 31, 2022 | 54.12% |
| September 30, 2022 | 54.12% |
| August 31, 2022 | 54.12% |
| July 31, 2022 | 54.12% |
| June 30, 2022 | 54.12% |
| May 31, 2022 | 54.12% |
| April 30, 2022 | 54.12% |
| March 31, 2022 | 54.12% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.12% |
| January 31, 2022 | 54.12% |
| December 31, 2021 | 54.12% |
| November 30, 2021 | 54.12% |
| October 31, 2021 | 54.12% |
| September 30, 2021 | 54.12% |
| August 31, 2021 | 54.12% |
| July 31, 2021 | 54.12% |
| June 30, 2021 | 54.12% |
| May 31, 2021 | 54.12% |
| April 30, 2021 | 54.12% |
| March 31, 2021 | 54.12% |
| February 28, 2021 | 54.12% |
| January 31, 2021 | 54.12% |
| December 31, 2020 | 54.12% |
| November 30, 2020 | 54.12% |
| October 31, 2020 | 54.12% |
| September 30, 2020 | 54.12% |
| August 31, 2020 | 54.12% |
| July 31, 2020 | 54.12% |
| June 30, 2020 | 54.12% |
| May 31, 2020 | 54.12% |
| April 30, 2020 | 54.12% |
| March 31, 2020 | 54.12% |
| February 29, 2020 | 39.29% |
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
39.29%
Minimum
Apr 2019
54.12%
Maximum
Mar 2020
51.40%
Average
54.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| KBR Inc | 57.97% |
| Tetra Tech Inc | 36.98% |
| NV5 Global Inc | 67.98% |
| Masco Corp | 44.83% |
| ENGlobal Corp | 98.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.319 |
| Beta (5Y) | 1.241 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.72% |
| Historical Sharpe Ratio (5Y) | 0.7566 |
| Historical Sortino (5Y) | 0.8941 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.24% |