Aecon Group Inc (ARE.TO)
28.59
+1.07
(+3.89%)
CAD |
TSX |
Nov 04, 16:00
Aecon Group Max Drawdown (5Y): 58.57% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 58.57% |
August 31, 2024 | 58.57% |
July 31, 2024 | 58.57% |
June 30, 2024 | 58.57% |
May 31, 2024 | 58.57% |
April 30, 2024 | 58.57% |
March 31, 2024 | 58.57% |
February 29, 2024 | 58.57% |
January 31, 2024 | 58.57% |
December 31, 2023 | 58.57% |
November 30, 2023 | 58.57% |
October 31, 2023 | 58.57% |
September 30, 2023 | 58.57% |
August 31, 2023 | 58.57% |
July 31, 2023 | 58.57% |
June 30, 2023 | 58.57% |
May 31, 2023 | 58.57% |
April 30, 2023 | 58.57% |
March 31, 2023 | 58.57% |
February 28, 2023 | 58.57% |
January 31, 2023 | 58.57% |
December 31, 2022 | 58.57% |
November 30, 2022 | 55.07% |
October 31, 2022 | 54.10% |
September 30, 2022 | 53.95% |
Date | Value |
---|---|
August 31, 2022 | 48.55% |
July 31, 2022 | 47.37% |
June 30, 2022 | 47.37% |
May 31, 2022 | 47.37% |
April 30, 2022 | 47.37% |
March 31, 2022 | 47.37% |
February 28, 2022 | 47.37% |
January 31, 2022 | 47.37% |
December 31, 2021 | 47.37% |
November 30, 2021 | 47.37% |
October 31, 2021 | 47.37% |
September 30, 2021 | 47.37% |
August 31, 2021 | 47.37% |
July 31, 2021 | 47.37% |
June 30, 2021 | 47.37% |
May 31, 2021 | 47.37% |
April 30, 2021 | 47.37% |
March 31, 2021 | 47.37% |
February 28, 2021 | 47.37% |
January 31, 2021 | 47.37% |
December 31, 2020 | 47.37% |
November 30, 2020 | 47.37% |
October 31, 2020 | 47.37% |
September 30, 2020 | 47.37% |
August 31, 2020 | 47.37% |
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
42.89%
Minimum
Jan 2020
58.57%
Maximum
Dec 2022
51.67%
Average
47.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.216 |
Beta (5Y) | 1.118 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.84% |
Historical Sharpe Ratio (5Y) | 0.1674 |
Historical Sortino (5Y) | 0.2903 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.73% |