Century Aluminum Co (CENX)
17.44
+0.22
(+1.31%)
USD |
NASDAQ |
Nov 04, 13:33
Century Aluminum Max Drawdown (5Y): 87.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.51% |
| September 30, 2024 | 87.51% |
| August 31, 2024 | 87.51% |
| July 31, 2024 | 87.51% |
| June 30, 2024 | 87.51% |
| May 31, 2024 | 87.51% |
| April 30, 2024 | 87.51% |
| March 31, 2024 | 87.51% |
| February 29, 2024 | 87.51% |
| January 31, 2024 | 87.51% |
| December 31, 2023 | 87.51% |
| November 30, 2023 | 87.51% |
| October 31, 2023 | 87.51% |
| September 30, 2023 | 87.51% |
| August 31, 2023 | 87.51% |
| July 31, 2023 | 87.51% |
| June 30, 2023 | 87.51% |
| May 31, 2023 | 87.51% |
| April 30, 2023 | 87.51% |
| March 31, 2023 | 87.51% |
| February 28, 2023 | 87.51% |
| January 31, 2023 | 87.51% |
| December 31, 2022 | 87.51% |
| November 30, 2022 | 87.51% |
| October 31, 2022 | 87.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.51% |
| August 31, 2022 | 87.51% |
| July 31, 2022 | 87.51% |
| June 30, 2022 | 87.51% |
| May 31, 2022 | 87.51% |
| April 30, 2022 | 87.51% |
| March 31, 2022 | 87.51% |
| February 28, 2022 | 87.51% |
| January 31, 2022 | 87.51% |
| December 31, 2021 | 87.51% |
| November 30, 2021 | 87.51% |
| October 31, 2021 | 87.51% |
| September 30, 2021 | 87.51% |
| August 31, 2021 | 87.51% |
| July 31, 2021 | 87.51% |
| June 30, 2021 | 87.51% |
| May 31, 2021 | 87.51% |
| April 30, 2021 | 87.51% |
| March 31, 2021 | 87.51% |
| February 28, 2021 | 87.51% |
| January 31, 2021 | 87.51% |
| December 31, 2020 | 87.51% |
| November 30, 2020 | 87.51% |
| October 31, 2020 | 91.00% |
| September 30, 2020 | 91.00% |
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
87.51%
Minimum
Nov 2020
91.00%
Maximum
Nov 2019
88.21%
Average
87.51%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Alcoa Corp | 90.90% |
| Kaiser Aluminum Corp | 57.30% |
| Fuse Group Holding Inc | 99.69% |
| Cleveland-Cliffs Inc | 75.30% |
| Steel Dynamics Inc | 68.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.481 |
| Beta (5Y) | 2.473 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.69% |
| Historical Sharpe Ratio (5Y) | 0.2815 |
| Historical Sortino (5Y) | 0.5442 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.73% |