ARKO Corp (ARKO)
4.27
+0.03
(+0.71%)
USD |
NASDAQ |
May 03, 16:00
4.27
0.00 (0.00%)
After-Hours: 16:17
ARKO Max Drawdown (5Y): 60.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.90% |
| March 31, 2024 | 51.26% |
| February 29, 2024 | 42.01% |
| January 31, 2024 | 42.01% |
| December 31, 2023 | 42.01% |
| November 30, 2023 | 42.01% |
| October 31, 2023 | 42.01% |
| September 30, 2023 | 42.01% |
| August 31, 2023 | 42.01% |
| July 31, 2023 | 42.01% |
| June 30, 2023 | 42.01% |
| May 31, 2023 | 42.01% |
| April 30, 2023 | 36.20% |
| March 31, 2023 | 36.20% |
| February 28, 2023 | 36.20% |
| January 31, 2023 | 36.20% |
| December 31, 2022 | 36.20% |
| November 30, 2022 | 36.20% |
| October 31, 2022 | 36.20% |
| September 30, 2022 | 36.20% |
| August 31, 2022 | 36.20% |
| July 31, 2022 | 36.20% |
| June 30, 2022 | 36.20% |
| May 31, 2022 | 36.20% |
| April 30, 2022 | 36.20% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.20% |
| February 28, 2022 | 36.20% |
| January 31, 2022 | 36.20% |
| December 31, 2021 | 36.20% |
| November 30, 2021 | 36.20% |
| October 31, 2021 | 36.20% |
| September 30, 2021 | 36.20% |
| August 31, 2021 | 36.20% |
| July 31, 2021 | 34.35% |
| June 30, 2021 | 34.35% |
| May 31, 2021 | 34.35% |
| April 30, 2021 | 34.35% |
| March 31, 2021 | 34.35% |
| February 28, 2021 | 34.35% |
| January 31, 2021 | 34.35% |
| December 31, 2020 | 34.09% |
| November 30, 2020 | 21.01% |
| October 31, 2020 | 21.01% |
| September 30, 2020 | 21.01% |
| August 31, 2020 | 21.01% |
| July 31, 2020 | 21.01% |
| June 30, 2020 | 21.01% |
| May 31, 2020 | 21.01% |
| April 30, 2020 | 21.01% |
| March 31, 2020 | 21.01% |
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
3.14%
Minimum
May 2019
60.90%
Maximum
Apr 2024
31.63%
Average
36.20%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Murphy USA Inc | 32.56% |
| Charles & Colvard Ltd | 91.81% |
| Delta Apparel Inc | 93.21% |
| Weyco Group Inc | 57.93% |
| LKQ Corp | 68.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.63 |
| Beta (5Y) | 0.3342 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.14% |
| Historical Sharpe Ratio (5Y) | -0.6605 |
| Historical Sortino (5Y) | -0.855 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.69% |