Ternium SA (TX)
40.38
+0.07
(+0.17%)
USD |
NYSE |
May 07, 11:47
Ternium Max Drawdown (5Y): 74.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.96% |
March 31, 2024 | 74.96% |
February 29, 2024 | 74.96% |
January 31, 2024 | 74.96% |
December 31, 2023 | 74.96% |
November 30, 2023 | 74.96% |
October 31, 2023 | 74.96% |
September 30, 2023 | 74.96% |
August 31, 2023 | 74.96% |
July 31, 2023 | 74.96% |
June 30, 2023 | 74.96% |
May 31, 2023 | 74.96% |
April 30, 2023 | 74.96% |
March 31, 2023 | 74.96% |
February 28, 2023 | 74.96% |
January 31, 2023 | 74.96% |
December 31, 2022 | 74.96% |
November 30, 2022 | 74.96% |
October 31, 2022 | 74.96% |
September 30, 2022 | 74.96% |
August 31, 2022 | 74.96% |
July 31, 2022 | 74.96% |
June 30, 2022 | 74.96% |
May 31, 2022 | 74.96% |
April 30, 2022 | 74.96% |
Date | Value |
---|---|
March 31, 2022 | 74.96% |
February 28, 2022 | 74.96% |
January 31, 2022 | 74.96% |
December 31, 2021 | 74.96% |
November 30, 2021 | 74.96% |
October 31, 2021 | 74.96% |
September 30, 2021 | 74.96% |
August 31, 2021 | 74.96% |
July 31, 2021 | 74.96% |
June 30, 2021 | 74.96% |
May 31, 2021 | 74.96% |
April 30, 2021 | 74.96% |
March 31, 2021 | 74.96% |
February 28, 2021 | 74.96% |
January 31, 2021 | 74.96% |
December 31, 2020 | 74.96% |
November 30, 2020 | 74.96% |
October 31, 2020 | 74.96% |
September 30, 2020 | 74.96% |
August 31, 2020 | 74.96% |
July 31, 2020 | 74.96% |
June 30, 2020 | 74.96% |
May 31, 2020 | 74.96% |
April 30, 2020 | 74.96% |
March 31, 2020 | 74.96% |
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
68.45%
Minimum
May 2019
74.96%
Maximum
Mar 2020
73.88%
Average
74.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ArcelorMittal SA | 81.10% |
Nexa Resources SA | 85.07% |
Aperam SA | 68.50% |
Perimeter Solutions SA | -- |
Steel Dynamics Inc | 68.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.754 |
Beta (5Y) | 1.625 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.26% |
Historical Sharpe Ratio (5Y) | 0.325 |
Historical Sortino (5Y) | 0.5053 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.60% |