Ameresco Inc (AMRC)

22.35 +0.25 (+1.13%) USD  |  NYSE  |  Dec 20, 16:00
22.23 -0.12 (-0.54%) After-Hours: 20:00
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Ameresco Max Drawdown (5Y): 81.43% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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MasTec Inc 67.92%
Argan Inc 55.29%
Dycom Industries Inc 89.01%
MYR Group Inc 61.52%
Energy Services of America Corp 64.52%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.41
Beta (5Y) 1.759
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 71.61%
Historical Sharpe Ratio (5Y) 0.1269
Historical Sortino (5Y) 0.2543
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.24%