ACS Actividades de Construccion y Servicios SA (ACSAY)
8.575
+0.05
(+0.64%)
USD |
OTCM |
May 16, 16:00
ACS Actividades de Construccion y Servicios Max Drawdown (5Y): 72.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.26% |
March 31, 2024 | 72.26% |
February 29, 2024 | 72.26% |
January 31, 2024 | 72.26% |
December 31, 2023 | 72.26% |
November 30, 2023 | 72.26% |
October 31, 2023 | 72.26% |
September 30, 2023 | 72.26% |
August 31, 2023 | 72.26% |
July 31, 2023 | 72.26% |
June 30, 2023 | 72.26% |
May 31, 2023 | 72.26% |
April 30, 2023 | 72.26% |
March 31, 2023 | 72.26% |
February 28, 2023 | 72.26% |
January 31, 2023 | 72.26% |
December 31, 2022 | 72.26% |
November 30, 2022 | 72.26% |
October 31, 2022 | 72.26% |
September 30, 2022 | 72.26% |
August 31, 2022 | 72.26% |
July 31, 2022 | 72.26% |
June 30, 2022 | 72.26% |
May 31, 2022 | 72.26% |
April 30, 2022 | 72.26% |
Date | Value |
---|---|
March 31, 2022 | 72.26% |
February 28, 2022 | 72.26% |
January 31, 2022 | 72.26% |
December 31, 2021 | 72.26% |
November 30, 2021 | 72.26% |
October 31, 2021 | 72.26% |
September 30, 2021 | 72.26% |
August 31, 2021 | 72.26% |
July 31, 2021 | 72.26% |
June 30, 2021 | 72.26% |
May 31, 2021 | 72.26% |
April 30, 2021 | 72.26% |
March 31, 2021 | 72.26% |
February 28, 2021 | 72.26% |
January 31, 2021 | 72.26% |
December 31, 2020 | 72.26% |
November 30, 2020 | 72.26% |
October 31, 2020 | 72.26% |
September 30, 2020 | 72.26% |
August 31, 2020 | 72.26% |
July 31, 2020 | 72.26% |
June 30, 2020 | 72.26% |
May 31, 2020 | 72.26% |
April 30, 2020 | 72.26% |
March 31, 2020 | 72.26% |
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
21.06%
Minimum
May 2019
72.26%
Maximum
Mar 2020
64.00%
Average
72.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.92 |
Beta (5Y) | 1.275 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.75% |
Historical Sharpe Ratio (5Y) | 0.0591 |
Historical Sortino (5Y) | 0.0761 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.82% |