Arrow Electronics Inc (ARW)
128.46
+0.65
(+0.51%)
USD |
NYSE |
Apr 26, 12:51
Arrow Electronics Max Drawdown (5Y): 52.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 52.77% |
February 29, 2024 | 52.77% |
January 31, 2024 | 52.77% |
December 31, 2023 | 52.77% |
November 30, 2023 | 52.77% |
October 31, 2023 | 52.77% |
September 30, 2023 | 52.77% |
August 31, 2023 | 52.77% |
July 31, 2023 | 52.77% |
June 30, 2023 | 52.77% |
May 31, 2023 | 52.77% |
April 30, 2023 | 52.77% |
March 31, 2023 | 52.77% |
February 28, 2023 | 52.77% |
January 31, 2023 | 52.77% |
December 31, 2022 | 52.77% |
November 30, 2022 | 52.77% |
October 31, 2022 | 52.77% |
September 30, 2022 | 52.77% |
August 31, 2022 | 52.77% |
July 31, 2022 | 52.77% |
June 30, 2022 | 52.77% |
May 31, 2022 | 52.77% |
April 30, 2022 | 52.77% |
March 31, 2022 | 52.77% |
Date | Value |
---|---|
February 28, 2022 | 52.77% |
January 31, 2022 | 52.77% |
December 31, 2021 | 52.77% |
November 30, 2021 | 52.77% |
October 31, 2021 | 52.77% |
September 30, 2021 | 52.77% |
August 31, 2021 | 52.77% |
July 31, 2021 | 52.77% |
June 30, 2021 | 52.77% |
May 31, 2021 | 52.77% |
April 30, 2021 | 52.77% |
March 31, 2021 | 52.77% |
February 28, 2021 | 52.77% |
January 31, 2021 | 52.77% |
December 31, 2020 | 52.77% |
November 30, 2020 | 52.77% |
October 31, 2020 | 52.77% |
September 30, 2020 | 52.77% |
August 31, 2020 | 52.77% |
July 31, 2020 | 52.77% |
June 30, 2020 | 52.77% |
May 31, 2020 | 52.77% |
April 30, 2020 | 52.77% |
March 31, 2020 | 52.77% |
February 29, 2020 | 27.93% |
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
27.85%
Minimum
Apr 2019
52.77%
Maximum
Mar 2020
48.22%
Average
52.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Avnet Inc | 58.40% |
Parkervision Inc | 99.35% |
Richardson Electronics Ltd | 68.48% |
Taitron Components Inc | 71.96% |
EACO Corp | 46.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.461 |
Beta (5Y) | 1.409 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.30% |
Historical Sharpe Ratio (5Y) | 0.295 |
Historical Sortino (5Y) | 0.3962 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.01% |