AECOM (ACM)

107.99 +0.95 (+0.89%) USD  |  NYSE  |  Dec 20, 16:00
108.04 +0.05 (+0.05%) After-Hours: 20:00
More

AECOM Max Drawdown (5Y): 54.12% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ACM.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Jacobs Solutions Inc 39.33%
Exponent Inc 42.46%
Tetra Tech Inc 36.98%
Willdan Group Inc 78.71%
NV5 Global Inc 67.98%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.616
Beta (5Y) 1.167
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.76%
Historical Sharpe Ratio (5Y) 0.6169
Historical Sortino (5Y) 0.7181
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.89%