ARKO Corp (ARKO)
6.78
+0.20
(+3.04%)
USD |
NASDAQ |
Nov 05, 16:00
6.78
0.00 (0.00%)
After-Hours: 16:11
ARKO Max Drawdown (5Y): 61.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 61.90% |
September 30, 2024 | 61.90% |
August 31, 2024 | 61.90% |
July 31, 2024 | 61.90% |
June 30, 2024 | 61.90% |
May 31, 2024 | 61.90% |
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% |
Date | Value |
---|---|
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% |
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% |
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
17.05%
Minimum
Nov 2019
61.90%
Maximum
May 2024
36.60%
Average
36.20%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Murphy USA Inc | 32.56% |
Charles & Colvard Ltd | 96.67% |
Weyco Group Inc | 57.93% |
LKQ Corp | 68.02% |
RumbleON Inc | 98.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.28 |
Beta (5Y) | 0.4663 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.82% |
Historical Sharpe Ratio (5Y) | -0.2736 |
Historical Sortino (5Y) | -0.405 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.69% |