Arcadis NV (ARCVF)
65.00
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Arcadis Max Drawdown (5Y): 53.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 53.98% |
February 29, 2024 | 53.98% |
January 31, 2024 | 53.98% |
December 31, 2023 | 53.98% |
November 30, 2023 | 56.80% |
October 31, 2023 | 58.18% |
September 30, 2023 | 60.60% |
August 31, 2023 | 60.60% |
July 31, 2023 | 60.60% |
June 30, 2023 | 60.60% |
May 31, 2023 | 60.60% |
April 30, 2023 | 60.60% |
March 31, 2023 | 60.60% |
February 28, 2023 | 60.60% |
January 31, 2023 | 60.60% |
December 31, 2022 | 60.60% |
November 30, 2022 | 60.60% |
October 31, 2022 | 60.60% |
September 30, 2022 | 60.60% |
August 31, 2022 | 60.60% |
July 31, 2022 | 60.60% |
June 30, 2022 | 60.60% |
May 31, 2022 | 60.60% |
April 30, 2022 | 60.60% |
March 31, 2022 | 60.60% |
Date | Value |
---|---|
February 28, 2022 | 60.60% |
January 31, 2022 | 60.60% |
December 31, 2021 | 60.60% |
November 30, 2021 | 60.60% |
October 31, 2021 | 60.60% |
September 30, 2021 | 61.51% |
August 31, 2021 | 61.51% |
July 31, 2021 | 61.51% |
June 30, 2021 | 61.51% |
May 31, 2021 | 61.51% |
April 30, 2021 | 61.51% |
March 31, 2021 | 61.51% |
February 28, 2021 | 61.51% |
January 31, 2021 | 61.51% |
December 31, 2020 | 61.51% |
November 30, 2020 | 61.51% |
October 31, 2020 | 61.51% |
September 30, 2020 | 61.51% |
August 31, 2020 | 61.51% |
July 31, 2020 | 61.51% |
June 30, 2020 | 61.51% |
May 31, 2020 | 61.51% |
April 30, 2020 | 61.51% |
March 31, 2020 | 61.51% |
February 29, 2020 | 61.51% |
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
53.98%
Minimum
Dec 2023
61.51%
Maximum
Apr 2019
60.51%
Average
61.06%
Median
Max Drawdown (5Y) Benchmarks
ICTS International NV | 88.46% |
Airbus SE | 65.00% |
Wolters Kluwer NV | 24.63% |
Randstad NV | 54.95% |
PostNL NV | 75.20% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 21.61 |
Beta (5Y) | 0.7007 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.87% |
Historical Sharpe Ratio (5Y) | 0.6169 |
Historical Sortino (5Y) | 0.9524 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.81% |