Arcadis NV (ARCVF)
67.69
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Arcadis Max Drawdown (5Y): 53.98% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 53.98% |
| August 31, 2024 | 53.98% |
| July 31, 2024 | 53.98% |
| June 30, 2024 | 53.98% |
| May 31, 2024 | 53.98% |
| April 30, 2024 | 53.98% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
59.73%
Average
60.60%
Median
Oct 2021
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) | 19.82 |
| Beta (5Y) | 0.6179 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.91% |
| Historical Sharpe Ratio (5Y) | 0.5663 |
| Historical Sortino (5Y) | 0.8632 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.81% |