ICF International Inc (ICFI)
135.53
-0.95
(-0.70%)
USD |
NASDAQ |
Nov 21, 16:00
134.28
-1.25
(-0.92%)
After-Hours: 07:31
ICF International Max Drawdown (5Y): 45.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.83% |
September 30, 2024 | 45.83% |
August 31, 2024 | 45.83% |
July 31, 2024 | 45.83% |
June 30, 2024 | 45.83% |
May 31, 2024 | 45.83% |
April 30, 2024 | 45.83% |
March 31, 2024 | 45.83% |
February 29, 2024 | 45.83% |
January 31, 2024 | 45.83% |
December 31, 2023 | 45.83% |
November 30, 2023 | 45.83% |
October 31, 2023 | 45.83% |
September 30, 2023 | 45.83% |
August 31, 2023 | 45.83% |
July 31, 2023 | 45.83% |
June 30, 2023 | 45.83% |
May 31, 2023 | 45.83% |
April 30, 2023 | 45.83% |
March 31, 2023 | 45.83% |
February 28, 2023 | 45.83% |
January 31, 2023 | 45.83% |
December 31, 2022 | 45.83% |
November 30, 2022 | 45.83% |
October 31, 2022 | 45.83% |
Date | Value |
---|---|
September 30, 2022 | 45.83% |
August 31, 2022 | 45.83% |
July 31, 2022 | 45.83% |
June 30, 2022 | 45.83% |
May 31, 2022 | 45.83% |
April 30, 2022 | 45.83% |
March 31, 2022 | 45.83% |
February 28, 2022 | 45.83% |
January 31, 2022 | 45.83% |
December 31, 2021 | 45.83% |
November 30, 2021 | 45.83% |
October 31, 2021 | 45.83% |
September 30, 2021 | 45.83% |
August 31, 2021 | 45.83% |
July 31, 2021 | 45.83% |
June 30, 2021 | 45.83% |
May 31, 2021 | 45.83% |
April 30, 2021 | 45.83% |
March 31, 2021 | 45.83% |
February 28, 2021 | 45.83% |
January 31, 2021 | 45.83% |
December 31, 2020 | 45.83% |
November 30, 2020 | 45.83% |
October 31, 2020 | 45.83% |
September 30, 2020 | 45.83% |
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
31.70%
Minimum
Nov 2019
45.83%
Maximum
Mar 2020
44.89%
Average
45.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Maximus Inc | 40.41% |
FTI Consulting Inc | 31.73% |
Huron Consulting Group Inc | 49.71% |
Booz Allen Hamilton Holding Corp | 27.44% |
Initio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.972 |
Beta (5Y) | 0.6056 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.95% |
Historical Sharpe Ratio (5Y) | 0.4928 |
Historical Sortino (5Y) | 0.703 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.66% |