Aecon Group Inc (AEGXF)
12.25
-0.17
(-1.34%)
USD |
OTCM |
May 20, 13:01
Aecon Group Max Drawdown (5Y): 61.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.74% |
| March 31, 2024 | 61.74% |
| February 29, 2024 | 61.74% |
| January 31, 2024 | 61.74% |
| December 31, 2023 | 61.74% |
| November 30, 2023 | 61.74% |
| October 31, 2023 | 61.74% |
| September 30, 2023 | 61.74% |
| August 31, 2023 | 61.74% |
| July 31, 2023 | 61.74% |
| June 30, 2023 | 61.74% |
| May 31, 2023 | 61.74% |
| April 30, 2023 | 61.74% |
| March 31, 2023 | 61.74% |
| February 28, 2023 | 61.74% |
| January 31, 2023 | 61.74% |
| December 31, 2022 | 61.74% |
| November 30, 2022 | 58.67% |
| October 31, 2022 | 58.06% |
| September 30, 2022 | 57.70% |
| August 31, 2022 | 50.16% |
| July 31, 2022 | 48.34% |
| June 30, 2022 | 48.34% |
| May 31, 2022 | 48.34% |
| April 30, 2022 | 48.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.34% |
| February 28, 2022 | 48.34% |
| January 31, 2022 | 48.34% |
| December 31, 2021 | 48.34% |
| November 30, 2021 | 48.34% |
| October 31, 2021 | 48.34% |
| September 30, 2021 | 48.34% |
| August 31, 2021 | 48.34% |
| July 31, 2021 | 48.34% |
| June 30, 2021 | 48.34% |
| May 31, 2021 | 48.34% |
| April 30, 2021 | 48.34% |
| March 31, 2021 | 48.34% |
| February 28, 2021 | 48.34% |
| January 31, 2021 | 48.34% |
| December 31, 2020 | 48.34% |
| November 30, 2020 | 48.34% |
| October 31, 2020 | 48.34% |
| September 30, 2020 | 48.34% |
| August 31, 2020 | 48.34% |
| July 31, 2020 | 48.34% |
| June 30, 2020 | 48.34% |
| May 31, 2020 | 48.36% |
| April 30, 2020 | 48.36% |
| March 31, 2020 | 48.36% |
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
48.34%
Minimum
Jun 2020
61.74%
Maximum
Dec 2022
53.03%
Average
48.36%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
| Fluor Corp | 94.16% |
| Great Lakes Dredge & Dock Corp | 70.32% |
| Orion Group Holdings Inc | 85.38% |
| Sterling Infrastructure Inc | 59.60% |
| Arcosa Inc | 36.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.44 |
| Beta (5Y) | 1.297 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.99% |
| Historical Sharpe Ratio (5Y) | 0.0005 |
| Historical Sortino (5Y) | 0.0007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.35% |