Kaiser Aluminum Corp (KALU)
98.40
+2.29
(+2.38%)
USD |
NASDAQ |
May 06, 11:32
Kaiser Aluminum Max Drawdown (5Y): 57.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.30% |
March 31, 2024 | 57.30% |
February 29, 2024 | 57.30% |
January 31, 2024 | 57.30% |
December 31, 2023 | 57.30% |
November 30, 2023 | 57.30% |
October 31, 2023 | 57.30% |
September 30, 2023 | 55.84% |
August 31, 2023 | 55.84% |
July 31, 2023 | 55.84% |
June 30, 2023 | 55.84% |
May 31, 2023 | 55.84% |
April 30, 2023 | 55.84% |
March 31, 2023 | 55.43% |
February 28, 2023 | 55.43% |
January 31, 2023 | 55.43% |
December 31, 2022 | 55.43% |
November 30, 2022 | 55.43% |
October 31, 2022 | 55.43% |
September 30, 2022 | 55.43% |
August 31, 2022 | 55.43% |
July 31, 2022 | 55.43% |
June 30, 2022 | 55.43% |
May 31, 2022 | 55.43% |
April 30, 2022 | 55.43% |
Date | Value |
---|---|
March 31, 2022 | 55.43% |
February 28, 2022 | 55.43% |
January 31, 2022 | 55.43% |
December 31, 2021 | 55.43% |
November 30, 2021 | 55.43% |
October 31, 2021 | 55.43% |
September 30, 2021 | 55.43% |
August 31, 2021 | 55.43% |
July 31, 2021 | 55.43% |
June 30, 2021 | 55.43% |
May 31, 2021 | 55.43% |
April 30, 2021 | 55.43% |
March 31, 2021 | 55.43% |
February 28, 2021 | 55.43% |
January 31, 2021 | 55.43% |
December 31, 2020 | 55.43% |
November 30, 2020 | 55.43% |
October 31, 2020 | 55.43% |
September 30, 2020 | 55.43% |
August 31, 2020 | 51.99% |
July 31, 2020 | 51.99% |
June 30, 2020 | 51.99% |
May 31, 2020 | 51.99% |
April 30, 2020 | 51.99% |
March 31, 2020 | 51.99% |
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
26.24%
Minimum
May 2019
57.30%
Maximum
Oct 2023
50.48%
Average
55.43%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Century Aluminum Co | 87.51% |
Alcoa Corp | 90.90% |
Constellium SE | 72.33% |
Fuse Group Holding Inc | 98.40% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.42 |
Beta (5Y) | 1.366 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.20% |
Historical Sharpe Ratio (5Y) | -0.0044 |
Historical Sortino (5Y) | -0.0076 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.81% |