Alcoa Corp. (AA)
42.49
-0.68
(-1.58%)
USD |
NYSE |
Oct 07, 16:00
42.49
0.00 (0.00%)
After-Hours: 16:37
Alcoa Max Drawdown (5Y) : 75.47% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 75.47% |
| August 31, 2026 | 75.47% |
| July 31, 2026 | 75.47% |
| June 30, 2026 | 75.47% |
| May 31, 2026 | 75.47% |
| April 30, 2026 | 75.47% |
| March 31, 2026 | 75.47% |
| February 28, 2026 | 75.47% |
| January 31, 2026 | 75.47% |
| December 31, 2025 | 75.47% |
| November 30, 2025 | 75.47% |
| October 31, 2025 | 78.10% |
| September 30, 2025 | 80.62% |
| August 31, 2025 | 81.09% |
| July 31, 2025 | 81.09% |
| June 30, 2025 | 82.53% |
| May 31, 2025 | 84.24% |
| April 30, 2025 | 88.94% |
| March 31, 2025 | 90.09% |
| February 28, 2025 | 90.90% |
| January 31, 2025 | 90.90% |
| December 31, 2024 | 90.90% |
| November 30, 2024 | 90.90% |
| October 31, 2024 | 90.90% |
| September 30, 2024 | 90.90% |
| Date | Value |
|---|---|
| August 31, 2024 | 90.90% |
| July 31, 2024 | 90.90% |
| June 30, 2024 | 90.90% |
| May 31, 2024 | 90.90% |
| April 30, 2024 | 90.90% |
| March 31, 2024 | 90.90% |
| February 29, 2024 | 90.90% |
| January 31, 2024 | 90.90% |
| December 31, 2023 | 90.90% |
| November 30, 2023 | 90.90% |
| October 31, 2023 | 90.90% |
| September 30, 2023 | 90.90% |
| August 31, 2023 | 90.90% |
| July 31, 2023 | 90.90% |
| June 30, 2023 | 90.90% |
| May 31, 2023 | 90.90% |
| April 30, 2023 | 90.90% |
| March 31, 2023 | 90.90% |
| February 28, 2023 | 90.90% |
| January 31, 2023 | 90.90% |
| December 31, 2022 | 90.90% |
| November 30, 2022 | 90.90% |
| October 31, 2022 | 90.90% |
| September 30, 2022 | 90.90% |
| August 31, 2022 | 90.90% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Century Aluminum Co. | 82.10% |
| Kaiser Aluminum Corp. | 58.39% |
| Cleveland-Cliffs, Inc. | 82.37% |
| Nucor Corp. | 47.80% |
| Steel Dynamics, Inc. | 32.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.23 |
| Beta (5Y) | 1.741 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.12% |
| Historical Sharpe Ratio (5Y) | -0.1075 |
| Historical Sortino (5Y) | -0.1887 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.76% |