Albemarle Corp (ALB)
128.10
+2.80
(+2.23%)
USD |
NYSE |
May 03, 16:00
128.40
+0.30
(+0.23%)
After-Hours: 20:00
Albemarle Max Drawdown (5Y): 66.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.24% |
March 31, 2024 | 66.24% |
February 29, 2024 | 66.24% |
January 31, 2024 | 64.93% |
December 31, 2023 | 64.93% |
November 30, 2023 | 64.65% |
October 31, 2023 | 63.27% |
September 30, 2023 | 63.27% |
August 31, 2023 | 63.27% |
July 31, 2023 | 63.27% |
June 30, 2023 | 63.27% |
May 31, 2023 | 63.27% |
April 30, 2023 | 63.27% |
March 31, 2023 | 63.27% |
February 28, 2023 | 63.27% |
January 31, 2023 | 63.27% |
December 31, 2022 | 63.27% |
November 30, 2022 | 63.27% |
October 31, 2022 | 63.27% |
September 30, 2022 | 63.27% |
August 31, 2022 | 63.27% |
July 31, 2022 | 63.27% |
June 30, 2022 | 63.27% |
May 31, 2022 | 63.27% |
April 30, 2022 | 63.27% |
Date | Value |
---|---|
March 31, 2022 | 63.27% |
February 28, 2022 | 63.27% |
January 31, 2022 | 63.27% |
December 31, 2021 | 63.27% |
November 30, 2021 | 63.27% |
October 31, 2021 | 63.27% |
September 30, 2021 | 63.27% |
August 31, 2021 | 63.27% |
July 31, 2021 | 63.27% |
June 30, 2021 | 63.27% |
May 31, 2021 | 63.27% |
April 30, 2021 | 63.27% |
March 31, 2021 | 63.27% |
February 28, 2021 | 63.27% |
January 31, 2021 | 63.27% |
December 31, 2020 | 63.27% |
November 30, 2020 | 63.27% |
October 31, 2020 | 63.27% |
September 30, 2020 | 63.27% |
August 31, 2020 | 63.27% |
July 31, 2020 | 63.27% |
June 30, 2020 | 63.27% |
May 31, 2020 | 63.27% |
April 30, 2020 | 63.27% |
March 31, 2020 | 63.27% |
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
55.30%
Minimum
May 2019
66.24%
Maximum
Feb 2024
62.47%
Average
63.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Freeport-McMoRan Inc | 74.00% |
Piedmont Lithium Inc | 86.40% |
The Mosaic Co | 83.66% |
Nucor Corp | 57.19% |
Linde PLC | 32.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.231 |
Beta (5Y) | 1.651 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.30% |
Historical Sharpe Ratio (5Y) | 0.1788 |
Historical Sortino (5Y) | 0.3346 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.47% |