Aperam SA (APEMY)
29.66
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Aperam Max Drawdown (5Y): 68.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.50% |
| September 30, 2024 | 68.50% |
| August 31, 2024 | 68.50% |
| July 31, 2024 | 68.50% |
| June 30, 2024 | 68.50% |
| May 31, 2024 | 68.50% |
| April 30, 2024 | 68.50% |
| March 31, 2024 | 68.50% |
| February 29, 2024 | 68.50% |
| January 31, 2024 | 68.50% |
| December 31, 2023 | 68.50% |
| November 30, 2023 | 68.50% |
| October 31, 2023 | 68.50% |
| September 30, 2023 | 68.50% |
| August 31, 2023 | 68.50% |
| July 31, 2023 | 68.50% |
| June 30, 2023 | 68.50% |
| May 31, 2023 | 68.50% |
| April 30, 2023 | 68.50% |
| March 31, 2023 | 68.50% |
| February 28, 2023 | 68.50% |
| January 31, 2023 | 68.50% |
| December 31, 2022 | 68.50% |
| November 30, 2022 | 68.50% |
| October 31, 2022 | 68.50% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.50% |
| August 31, 2022 | 68.50% |
| July 31, 2022 | 68.50% |
| June 30, 2022 | 68.50% |
| May 31, 2022 | 68.50% |
| April 30, 2022 | 68.50% |
| March 31, 2022 | 68.50% |
| February 28, 2022 | 68.50% |
| January 31, 2022 | 68.50% |
| December 31, 2021 | 68.50% |
| November 30, 2021 | 68.50% |
| October 31, 2021 | 68.50% |
| September 30, 2021 | 68.50% |
| August 31, 2021 | 68.50% |
| July 31, 2021 | 68.50% |
| June 30, 2021 | 68.50% |
| May 31, 2021 | 68.50% |
| April 30, 2021 | 68.50% |
| March 31, 2021 | 68.50% |
| February 28, 2021 | 68.50% |
| January 31, 2021 | 68.50% |
| December 31, 2020 | 68.50% |
| November 30, 2020 | 68.50% |
| October 31, 2020 | 68.50% |
| September 30, 2020 | 68.50% |
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
60.94%
Minimum
Nov 2019
68.50%
Maximum
Mar 2020
67.99%
Average
68.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ternium SA | 74.96% |
| ArcelorMittal SA | 81.10% |
| Nexa Resources SA | -- |
| Perimeter Solutions Inc | -- |
| Core Molding Technologies Inc | 96.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.99 |
| Beta (5Y) | 1.599 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.60% |
| Historical Sharpe Ratio (5Y) | 0.1268 |
| Historical Sortino (5Y) | 0.1933 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.04% |