Ameresco Inc (AMRC)
26.13
-0.62
(-2.32%)
USD |
NYSE |
Nov 21, 16:00
26.10
-0.03
(-0.11%)
Pre-Market: 20:00
Ameresco Max Drawdown (5Y): 81.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.43% |
| September 30, 2024 | 81.43% |
| August 31, 2024 | 81.43% |
| July 31, 2024 | 81.43% |
| June 30, 2024 | 81.43% |
| May 31, 2024 | 81.43% |
| April 30, 2024 | 81.43% |
| March 31, 2024 | 81.43% |
| February 29, 2024 | 79.96% |
| January 31, 2024 | 79.05% |
| December 31, 2023 | 77.73% |
| November 30, 2023 | 77.73% |
| October 31, 2023 | 73.18% |
| September 30, 2023 | 60.53% |
| August 31, 2023 | 58.24% |
| July 31, 2023 | 58.24% |
| June 30, 2023 | 58.24% |
| May 31, 2023 | 58.24% |
| April 30, 2023 | 58.02% |
| March 31, 2023 | 57.54% |
| February 28, 2023 | 57.54% |
| January 31, 2023 | 57.54% |
| December 31, 2022 | 57.54% |
| November 30, 2022 | 57.54% |
| October 31, 2022 | 57.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.54% |
| August 31, 2022 | 57.54% |
| July 31, 2022 | 57.54% |
| June 30, 2022 | 55.81% |
| May 31, 2022 | 54.72% |
| April 30, 2022 | 54.72% |
| March 31, 2022 | 54.72% |
| February 28, 2022 | 60.87% |
| January 31, 2022 | 66.11% |
| December 31, 2021 | 66.11% |
| November 30, 2021 | 66.11% |
| October 31, 2021 | 66.46% |
| September 30, 2021 | 66.46% |
| August 31, 2021 | 66.46% |
| July 31, 2021 | 68.20% |
| June 30, 2021 | 68.20% |
| May 31, 2021 | 71.40% |
| April 30, 2021 | 74.65% |
| March 31, 2021 | 75.78% |
| February 28, 2021 | 75.78% |
| January 31, 2021 | 75.78% |
| December 31, 2020 | 75.78% |
| November 30, 2020 | 75.78% |
| October 31, 2020 | 75.78% |
| September 30, 2020 | 75.78% |
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
54.72%
Minimum
Mar 2022
81.43%
Maximum
Mar 2024
69.29%
Average
73.91%
Median
Max Drawdown (5Y) Benchmarks
| Argan Inc | 55.29% |
| Dycom Industries Inc | 89.01% |
| MasTec Inc | 67.92% |
| MYR Group Inc | 61.52% |
| Energy Services of America Corp | 64.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.998 |
| Beta (5Y) | 1.820 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.41% |
| Historical Sharpe Ratio (5Y) | 0.189 |
| Historical Sortino (5Y) | 0.3734 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.24% |