Century Aluminum Co (CENX)
19.95
+0.55
(+2.84%)
USD |
NASDAQ |
Mar 14, 16:00
20.19
+0.24
(+1.20%)
After-Hours: 20:00
Century Aluminum Max Drawdown (5Y): 87.51% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Kaiser Aluminum Corp | 57.30% |
| Alcoa Corp | 90.90% |
| Cleveland-Cliffs Inc | 75.30% |
| Nucor Corp | 57.19% |
| Steel Dynamics Inc | 68.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.05 |
| Beta (5Y) | 2.671 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.76% |
| Historical Sharpe Ratio (5Y) | 0.3108 |
| Historical Sortino (5Y) | 0.6199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.21% |