Acacia Research Corp (ACTG)
3.40
-0.02
(-0.58%)
USD |
NASDAQ |
Mar 24, 16:00
3.40
0.00 (0.00%)
After-Hours: 20:00
Acacia Research Max Drawdown (5Y): 81.62% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Median
Max Drawdown (5Y) Benchmarks
| Chicago Rivet & Machine Co | 58.85% |
| Hillenbrand Inc | 71.95% |
| Enpro Inc | 65.76% |
| Park-Ohio Holdings Corp | 78.54% |
| Symbotic Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.241 |
| Beta (5Y) | 0.4900 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.06% |
| Historical Sharpe Ratio (5Y) | 0.1932 |
| Historical Sortino (5Y) | 0.5341 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.28% |