Ameresco Inc (AMRC)
20.80
-0.92
(-4.24%)
USD |
NYSE |
Apr 30, 14:17
Ameresco Max Drawdown (5Y): 81.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| February 28, 2022 | 54.72% |
| January 31, 2022 | 54.72% |
| December 31, 2021 | 56.76% |
| November 30, 2021 | 63.26% |
| October 31, 2021 | 65.47% |
| September 30, 2021 | 65.47% |
| August 31, 2021 | 66.46% |
| July 31, 2021 | 66.46% |
| June 30, 2021 | 66.46% |
| May 31, 2021 | 68.20% |
| April 30, 2021 | 68.20% |
| March 31, 2021 | 70.02% |
| February 28, 2021 | 73.80% |
| January 31, 2021 | 73.80% |
| December 31, 2020 | 73.80% |
| November 30, 2020 | 75.12% |
| October 31, 2020 | 75.12% |
| September 30, 2020 | 75.12% |
| August 31, 2020 | 75.12% |
| July 31, 2020 | 75.12% |
| June 30, 2020 | 75.12% |
| May 31, 2020 | 75.12% |
| April 30, 2020 | 75.12% |
| March 31, 2020 | 75.12% |
| February 29, 2020 | 75.12% |
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
Jan 2022
81.43%
Maximum
Mar 2024
67.47%
Average
69.11%
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) | -14.02 |
| Beta (5Y) | 1.558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.50% |
| Historical Sharpe Ratio (5Y) | 0.0966 |
| Historical Sortino (5Y) | 0.1706 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.24% |