ARC Document Solutions Inc (ARC)
2.67
+0.03
(+1.14%)
USD |
NYSE |
May 01, 16:00
2.67
0.00 (0.00%)
After-Hours: 20:00
ARC Document Solutions Max Drawdown (5Y): 93.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.37% |
March 31, 2024 | 93.37% |
February 29, 2024 | 93.37% |
January 31, 2024 | 93.37% |
December 31, 2023 | 93.37% |
November 30, 2023 | 93.37% |
October 31, 2023 | 93.37% |
September 30, 2023 | 93.37% |
August 31, 2023 | 93.37% |
July 31, 2023 | 93.37% |
June 30, 2023 | 93.37% |
May 31, 2023 | 93.37% |
April 30, 2023 | 93.37% |
March 31, 2023 | 93.37% |
February 28, 2023 | 93.37% |
January 31, 2023 | 93.37% |
December 31, 2022 | 93.37% |
November 30, 2022 | 93.37% |
October 31, 2022 | 93.37% |
September 30, 2022 | 93.37% |
August 31, 2022 | 93.37% |
July 31, 2022 | 93.37% |
June 30, 2022 | 93.37% |
May 31, 2022 | 93.37% |
April 30, 2022 | 93.37% |
Date | Value |
---|---|
March 31, 2022 | 93.37% |
February 28, 2022 | 93.37% |
January 31, 2022 | 93.37% |
December 31, 2021 | 93.37% |
November 30, 2021 | 93.37% |
October 31, 2021 | 93.37% |
September 30, 2021 | 93.37% |
August 31, 2021 | 93.37% |
July 31, 2021 | 93.37% |
June 30, 2021 | 93.37% |
May 31, 2021 | 93.37% |
April 30, 2021 | 93.37% |
March 31, 2021 | 93.37% |
February 28, 2021 | 93.37% |
January 31, 2021 | 93.37% |
December 31, 2020 | 93.37% |
November 30, 2020 | 93.37% |
October 31, 2020 | 93.37% |
September 30, 2020 | 93.37% |
August 31, 2020 | 93.37% |
July 31, 2020 | 93.37% |
June 30, 2020 | 93.37% |
May 31, 2020 | 93.37% |
April 30, 2020 | 93.37% |
March 31, 2020 | 93.37% |
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
84.17%
Minimum
May 2019
93.37%
Maximum
Mar 2020
92.31%
Average
93.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Resources Connection Inc | 50.09% |
Automatic Data Processing Inc | 39.40% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Paychex Inc | 44.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.882 |
Beta (5Y) | 1.207 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.47% |
Historical Sharpe Ratio (5Y) | 0.0795 |
Historical Sortino (5Y) | 0.1394 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.84% |