Arcadis NV (ARCAY)
68.35
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Arcadis Max Drawdown (5Y): 57.37% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 57.37% |
| August 31, 2024 | 57.37% |
| July 31, 2024 | 57.37% |
| June 30, 2024 | 57.37% |
| May 31, 2024 | 57.37% |
| April 30, 2024 | 57.37% |
| March 31, 2024 | 57.37% |
| February 29, 2024 | 57.37% |
| January 31, 2024 | 57.37% |
| December 31, 2023 | 57.37% |
| November 30, 2023 | 65.28% |
| October 31, 2023 | 68.44% |
| September 30, 2023 | 68.44% |
| August 31, 2023 | 68.44% |
| July 31, 2023 | 68.44% |
| June 30, 2023 | 68.44% |
| May 31, 2023 | 68.44% |
| April 30, 2023 | 68.44% |
| March 31, 2023 | 68.44% |
| February 28, 2023 | 68.44% |
| January 31, 2023 | 68.44% |
| December 31, 2022 | 68.44% |
| November 30, 2022 | 68.44% |
| October 31, 2022 | 68.44% |
| September 30, 2022 | 68.44% |
| Date | Value |
|---|---|
| August 31, 2022 | 68.44% |
| July 31, 2022 | 68.44% |
| June 30, 2022 | 68.44% |
| May 31, 2022 | 68.44% |
| April 30, 2022 | 68.44% |
| March 31, 2022 | 68.44% |
| February 28, 2022 | 68.44% |
| January 31, 2022 | 68.44% |
| December 31, 2021 | 68.44% |
| November 30, 2021 | 68.44% |
| October 31, 2021 | 68.44% |
| September 30, 2021 | 68.44% |
| August 31, 2021 | 68.44% |
| July 31, 2021 | 68.44% |
| June 30, 2021 | 68.44% |
| May 31, 2021 | 68.44% |
| April 30, 2021 | 68.44% |
| March 31, 2021 | 68.44% |
| February 28, 2021 | 68.44% |
| January 31, 2021 | 68.44% |
| December 31, 2020 | 68.44% |
| November 30, 2020 | 68.44% |
| October 31, 2020 | 68.44% |
| September 30, 2020 | 68.44% |
| August 31, 2020 | 68.44% |
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
57.37%
Minimum
Dec 2023
68.44%
Maximum
Nov 2019
66.51%
Average
68.44%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| ICTS International NV | 62.50% |
| Airbus SE | 65.00% |
| Wolters Kluwer NV | 24.63% |
| Randstad NV | 54.95% |
| PostNL NV | 74.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.42 |
| Beta (5Y) | 0.8224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.19% |
| Historical Sharpe Ratio (5Y) | 0.8028 |
| Historical Sortino (5Y) | 0.9855 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.85% |