Albemarle Corp (ALB)
108.96
-0.59
(-0.54%)
USD |
NYSE |
Nov 21, 16:00
108.90
-0.06
(-0.06%)
After-Hours: 19:19
Albemarle Max Drawdown (5Y): 77.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.22% |
| September 30, 2024 | 77.22% |
| August 31, 2024 | 77.22% |
| July 31, 2024 | 71.71% |
| June 30, 2024 | 70.99% |
| May 31, 2024 | 66.24% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
57.91%
Minimum
Nov 2019
77.22%
Maximum
Aug 2024
64.15%
Average
63.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alcoa Corp | 90.90% |
| Cleveland-Cliffs Inc | 75.30% |
| Nucor Corp | 57.19% |
| Steel Dynamics Inc | 68.46% |
| The Mosaic Co | 83.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.77 |
| Beta (5Y) | 1.548 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.80% |
| Historical Sharpe Ratio (5Y) | 0.1555 |
| Historical Sortino (5Y) | 0.2948 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.16% |