Alcoa Corp (AA)
46.15
+0.41
(+0.90%)
USD |
NYSE |
Nov 21, 11:42
Alcoa Max Drawdown (5Y): 90.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 90.90% |
September 30, 2024 | 90.90% |
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% |
Date | Value |
---|---|
September 30, 2022 | 90.90% |
August 31, 2022 | 90.90% |
July 31, 2022 | 90.90% |
June 30, 2022 | 90.90% |
May 31, 2022 | 90.90% |
April 30, 2022 | 90.90% |
March 31, 2022 | 90.90% |
February 28, 2022 | 90.90% |
January 31, 2022 | 90.90% |
December 31, 2021 | 90.90% |
November 30, 2021 | 90.90% |
October 31, 2021 | 90.90% |
September 30, 2021 | 90.90% |
August 31, 2021 | 90.90% |
July 31, 2021 | 90.90% |
June 30, 2021 | 90.90% |
May 31, 2021 | 90.90% |
April 30, 2021 | 90.90% |
March 31, 2021 | 90.90% |
February 28, 2021 | 90.90% |
January 31, 2021 | 90.90% |
December 31, 2020 | 90.90% |
November 30, 2020 | 90.90% |
October 31, 2020 | 90.90% |
September 30, 2020 | 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
72.22%
Minimum
Nov 2019
90.90%
Maximum
Mar 2020
89.82%
Average
90.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Century Aluminum Co | 87.51% |
Steel Dynamics Inc | 68.46% |
Cleveland-Cliffs Inc | 75.30% |
Freeport-McMoRan Inc | 76.54% |
Kaiser Aluminum Corp | 57.30% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.77 |
Beta (5Y) | 2.417 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.85% |
Historical Sharpe Ratio (5Y) | 0.1804 |
Historical Sortino (5Y) | 0.3088 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.65% |