Alcoa Corp (AA)
35.95
-0.13
(-0.36%)
USD |
NYSE |
Apr 25, 16:00
36.10
+0.15
(+0.42%)
After-Hours: 20:00
Alcoa Max Drawdown (5Y): 90.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 90.90% |
July 31, 2020 | 90.90% |
June 30, 2020 | 90.90% |
May 31, 2020 | 90.90% |
April 30, 2020 | 90.90% |
March 31, 2020 | 90.90% |
February 29, 2020 | 77.65% |
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
58.24%
Minimum
Apr 2019
90.90%
Maximum
Mar 2020
87.04%
Average
90.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Century Aluminum Co | 87.51% |
Kaiser Aluminum Corp | 57.30% |
Fuse Group Holding Inc | 98.40% |
Nucor Corp | 57.19% |
United States Steel Corp | 89.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.99 |
Beta (5Y) | 2.468 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.06% |
Historical Sharpe Ratio (5Y) | 0.0328 |
Historical Sortino (5Y) | 0.0565 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.17% |