Century Aluminum Co (CENX)
16.39
+0.11
(+0.68%)
USD |
NASDAQ |
May 03, 10:31
Century Aluminum Max Drawdown (5Y): 87.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.51% |
March 31, 2024 | 87.51% |
February 29, 2024 | 87.51% |
January 31, 2024 | 87.51% |
December 31, 2023 | 87.51% |
November 30, 2023 | 87.51% |
October 31, 2023 | 87.51% |
September 30, 2023 | 87.51% |
August 31, 2023 | 87.51% |
July 31, 2023 | 87.51% |
June 30, 2023 | 87.51% |
May 31, 2023 | 87.51% |
April 30, 2023 | 87.51% |
March 31, 2023 | 87.51% |
February 28, 2023 | 87.51% |
January 31, 2023 | 87.51% |
December 31, 2022 | 87.51% |
November 30, 2022 | 87.51% |
October 31, 2022 | 87.51% |
September 30, 2022 | 87.51% |
August 31, 2022 | 87.51% |
July 31, 2022 | 87.51% |
June 30, 2022 | 87.51% |
May 31, 2022 | 87.51% |
April 30, 2022 | 87.51% |
Date | Value |
---|---|
March 31, 2022 | 87.51% |
February 28, 2022 | 87.51% |
January 31, 2022 | 87.51% |
December 31, 2021 | 87.51% |
November 30, 2021 | 87.51% |
October 31, 2021 | 87.51% |
September 30, 2021 | 87.51% |
August 31, 2021 | 87.51% |
July 31, 2021 | 87.51% |
June 30, 2021 | 87.51% |
May 31, 2021 | 87.51% |
April 30, 2021 | 87.51% |
March 31, 2021 | 87.51% |
February 28, 2021 | 87.51% |
January 31, 2021 | 87.51% |
December 31, 2020 | 87.51% |
November 30, 2020 | 87.51% |
October 31, 2020 | 91.00% |
September 30, 2020 | 91.00% |
August 31, 2020 | 91.00% |
July 31, 2020 | 91.00% |
June 30, 2020 | 91.00% |
May 31, 2020 | 91.00% |
April 30, 2020 | 91.00% |
March 31, 2020 | 91.00% |
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
87.51%
Minimum
Nov 2020
91.00%
Maximum
May 2019
88.56%
Average
87.51%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Kaiser Aluminum Corp | 57.30% |
Alcoa Corp | 90.90% |
Constellium SE | 72.33% |
Fuse Group Holding Inc | 98.40% |
Reliance Inc | 40.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.17 |
Beta (5Y) | 2.666 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.35% |
Historical Sharpe Ratio (5Y) | 0.1706 |
Historical Sortino (5Y) | 0.3335 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.47% |