Arq Inc (ARQ)
7.53
+0.28
(+3.86%)
USD |
NASDAQ |
May 16, 16:00
7.53
0.00 (0.00%)
After-Hours: 20:00
Arq Max Drawdown (5Y): 91.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.19% |
| March 31, 2024 | 91.19% |
| February 29, 2024 | 91.19% |
| January 31, 2024 | 91.19% |
| December 31, 2023 | 91.19% |
| November 30, 2023 | 91.19% |
| October 31, 2023 | 91.19% |
| September 30, 2023 | 91.19% |
| August 31, 2023 | 91.19% |
| July 31, 2023 | 91.19% |
| June 30, 2023 | 91.19% |
| May 31, 2023 | 90.84% |
| April 30, 2023 | 87.31% |
| March 31, 2023 | 86.96% |
| February 28, 2023 | 84.56% |
| January 31, 2023 | 84.56% |
| December 31, 2022 | 84.56% |
| November 30, 2022 | 81.18% |
| October 31, 2022 | 80.76% |
| September 30, 2022 | 80.76% |
| August 31, 2022 | 73.64% |
| July 31, 2022 | 73.50% |
| June 30, 2022 | 73.50% |
| May 31, 2022 | 73.50% |
| April 30, 2022 | 73.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.50% |
| February 28, 2022 | 73.50% |
| January 31, 2022 | 73.50% |
| December 31, 2021 | 73.50% |
| November 30, 2021 | 73.50% |
| October 31, 2021 | 73.50% |
| September 30, 2021 | 73.50% |
| August 31, 2021 | 74.03% |
| July 31, 2021 | 74.03% |
| June 30, 2021 | 75.10% |
| May 31, 2021 | 77.58% |
| April 30, 2021 | 77.93% |
| March 31, 2021 | 77.93% |
| February 28, 2021 | 77.93% |
| January 31, 2021 | 78.62% |
| December 31, 2020 | 78.62% |
| November 30, 2020 | 88.72% |
| October 31, 2020 | 88.72% |
| September 30, 2020 | 88.72% |
| August 31, 2020 | 88.72% |
| July 31, 2020 | 88.72% |
| June 30, 2020 | 88.72% |
| May 31, 2020 | 88.72% |
| April 30, 2020 | 88.72% |
| March 31, 2020 | 88.72% |
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
73.50%
Minimum
Sep 2021
91.19%
Maximum
Jun 2023
83.74%
Average
88.72%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
| Ault Alliance Inc | 100.00% |
| Espey Manufacturing & Electronics Corp | 54.31% |
| Gencor Industries Inc | 50.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.09 |
| Beta (5Y) | 1.382 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.76% |
| Historical Sharpe Ratio (5Y) | -0.0989 |
| Historical Sortino (5Y) | -0.204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.40% |