ACS Actividades de Construccion y Servicios SA (ACSAY)

10.04 +0.08 (+0.82%) USD  |  OTCM  |  Dec 13, 16:00
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ACS Actividades de Construccion y Servicios Max Drawdown (5Y): 72.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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International Consolidated Airlines Group SA 85.32%
Fomento de Construcciones y Contratas SA --
Ferrovial SE 31.22%
Tecnicas Reunidas SA --
Acciona SA 47.79%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.247
Beta (5Y) 1.266
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.35%
Historical Sharpe Ratio (5Y) 0.226
Historical Sortino (5Y) 0.283
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.29%