Arq Inc (ARQ)
7.86
+0.29
(+3.83%)
USD |
NASDAQ |
Nov 22, 16:00
7.83
-0.03
(-0.38%)
After-Hours: 20:00
Arq Max Drawdown (5Y): 91.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 91.19% |
September 30, 2024 | 91.19% |
August 31, 2024 | 91.19% |
July 31, 2024 | 91.19% |
June 30, 2024 | 91.19% |
May 31, 2024 | 91.19% |
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% |
Date | Value |
---|---|
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% |
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 | 74.03% |
September 30, 2021 | 74.03% |
August 31, 2021 | 75.10% |
July 31, 2021 | 77.58% |
June 30, 2021 | 77.93% |
May 31, 2021 | 77.93% |
April 30, 2021 | 77.93% |
March 31, 2021 | 78.62% |
February 28, 2021 | 83.62% |
January 31, 2021 | 88.72% |
December 31, 2020 | 88.72% |
November 30, 2020 | 88.72% |
October 31, 2020 | 88.72% |
September 30, 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
Nov 2021
91.19%
Maximum
Jun 2023
84.57%
Average
88.72%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Byrna Technologies Inc | 92.51% |
Bloom Energy Corp | -- |
Chicago Rivet & Machine Co | 58.85% |
CPI Aerostructures Inc | 92.55% |
Hyperscale Data Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -35.49 |
Beta (5Y) | 1.403 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.86% |
Historical Sharpe Ratio (5Y) | -0.2233 |
Historical Sortino (5Y) | -0.4715 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.40% |