AECOM (ACM)
59.66
+0.06
(+0.10%)
USD |
NYSE |
Oct 02, 16:00
59.66
0.00 (0.00%)
After-Hours: 20:00
AECOM Max Drawdown (5Y) : 55.94% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 55.94% |
| August 31, 2026 | 54.05% |
| July 31, 2026 | 49.66% |
| June 30, 2026 | 49.15% |
| May 31, 2026 | 48.02% |
| April 30, 2026 | 39.77% |
| March 31, 2026 | 37.87% |
| February 28, 2026 | 34.06% |
| January 31, 2026 | 29.04% |
| December 31, 2025 | 29.04% |
| November 30, 2025 | 25.07% |
| October 31, 2025 | 25.07% |
| September 30, 2025 | 25.07% |
| August 31, 2025 | 28.22% |
| July 31, 2025 | 28.24% |
| June 30, 2025 | 32.32% |
| May 31, 2025 | 32.32% |
| April 30, 2025 | 41.93% |
| March 31, 2025 | 49.56% |
| February 28, 2025 | 54.12% |
| January 31, 2025 | 54.12% |
| December 31, 2024 | 54.12% |
| November 30, 2024 | 54.12% |
| October 31, 2024 | 54.12% |
| September 30, 2024 | 54.12% |
| Date | Value |
|---|---|
| August 31, 2024 | 54.12% |
| July 31, 2024 | 54.12% |
| June 30, 2024 | 54.12% |
| May 31, 2024 | 54.12% |
| April 30, 2024 | 54.12% |
| 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% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Jacobs Solutions, Inc. | 34.44% |
| Primoris Services Corp. | 64.92% |
| McDermott International, Ltd. | 98.54% |
| Bowman Consulting Group Ltd. | 56.21% |
| EMCOR Group, Inc. | 36.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.56 |
| Beta (5Y) | 0.9336 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.13% |
| Historical Sharpe Ratio (5Y) | -0.1613 |
| Historical Sortino (5Y) | -0.2372 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.19% |