Acacia Research Corp (ACTG)
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NASDAQ |
Apr 25, 11:38
Acacia Research Max Drawdown (5Y): 86.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 86.02% |
| February 29, 2024 | 86.02% |
| January 31, 2024 | 86.02% |
| December 31, 2023 | 86.02% |
| November 30, 2023 | 86.02% |
| October 31, 2023 | 86.02% |
| September 30, 2023 | 86.02% |
| August 31, 2023 | 86.02% |
| July 31, 2023 | 86.02% |
| June 30, 2023 | 86.02% |
| May 31, 2023 | 86.02% |
| April 30, 2023 | 86.02% |
| March 31, 2023 | 86.02% |
| February 28, 2023 | 86.02% |
| January 31, 2023 | 86.02% |
| December 31, 2022 | 86.02% |
| November 30, 2022 | 87.38% |
| October 31, 2022 | 87.38% |
| September 30, 2022 | 87.38% |
| August 31, 2022 | 87.38% |
| July 31, 2022 | 87.38% |
| June 30, 2022 | 87.90% |
| May 31, 2022 | 89.52% |
| April 30, 2022 | 89.52% |
| March 31, 2022 | 89.52% |
| Date | Value |
|---|---|
| February 28, 2022 | 89.52% |
| January 31, 2022 | 89.52% |
| December 31, 2021 | 89.52% |
| November 30, 2021 | 89.52% |
| October 31, 2021 | 89.52% |
| September 30, 2021 | 89.52% |
| August 31, 2021 | 89.52% |
| July 31, 2021 | 89.52% |
| June 30, 2021 | 89.52% |
| May 31, 2021 | 89.52% |
| April 30, 2021 | 89.87% |
| March 31, 2021 | 90.15% |
| February 28, 2021 | 90.15% |
| January 31, 2021 | 90.75% |
| December 31, 2020 | 92.04% |
| November 30, 2020 | 92.90% |
| October 31, 2020 | 92.90% |
| September 30, 2020 | 92.90% |
| August 31, 2020 | 92.90% |
| July 31, 2020 | 92.90% |
| June 30, 2020 | 92.90% |
| May 31, 2020 | 92.90% |
| April 30, 2020 | 92.90% |
| March 31, 2020 | 92.90% |
| February 29, 2020 | 92.90% |
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
86.02%
Minimum
Dec 2022
92.90%
Maximum
Apr 2019
89.60%
Average
89.52%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Chicago Rivet & Machine Co | 58.85% |
| Hillenbrand Inc | 71.95% |
| Enpro Inc | 65.76% |
| Park-Ohio Holdings Corp | 78.54% |
| Symbotic Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.269 |
| Beta (5Y) | 0.4648 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.14% |
| Historical Sharpe Ratio (5Y) | 0.1569 |
| Historical Sortino (5Y) | 0.4477 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.26% |