Alcoa Corp (AA)

37.84 +1.22 (+3.33%) USD  |  NYSE  |  Dec 20, 16:00
38.01 +0.17 (+0.45%) Pre-Market: 20:00
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Alcoa Max Drawdown (5Y): 90.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Century Aluminum Co 87.51%
Steel Dynamics Inc 68.46%
Kaiser Aluminum Corp 57.30%
Cleveland-Cliffs Inc 75.30%
Nucor Corp 57.19%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.24
Beta (5Y) 2.436
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 68.19%
Historical Sharpe Ratio (5Y) 0.239
Historical Sortino (5Y) 0.4071
Monthly Value at Risk (VaR) 5% (5Y Lookback) 26.99%