Core Molding Technologies Inc (CMT)
15.13
+0.08
(+0.53%)
USD |
NYAM |
Nov 01, 16:00
15.18
+0.05
(+0.33%)
After-Hours: 20:00
Core Molding Technologies Max Drawdown (5Y): 96.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.20% |
| September 30, 2024 | 96.20% |
| August 31, 2024 | 96.20% |
| July 31, 2024 | 96.20% |
| June 30, 2024 | 96.20% |
| May 31, 2024 | 96.20% |
| April 30, 2024 | 96.20% |
| March 31, 2024 | 96.20% |
| February 29, 2024 | 96.20% |
| January 31, 2024 | 96.20% |
| December 31, 2023 | 96.20% |
| November 30, 2023 | 96.20% |
| October 31, 2023 | 96.20% |
| September 30, 2023 | 96.20% |
| August 31, 2023 | 96.20% |
| July 31, 2023 | 96.20% |
| June 30, 2023 | 96.20% |
| May 31, 2023 | 96.20% |
| April 30, 2023 | 96.20% |
| March 31, 2023 | 96.20% |
| February 28, 2023 | 96.20% |
| January 31, 2023 | 96.20% |
| December 31, 2022 | 96.20% |
| November 30, 2022 | 96.20% |
| October 31, 2022 | 96.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.20% |
| August 31, 2022 | 96.20% |
| July 31, 2022 | 96.20% |
| June 30, 2022 | 96.20% |
| May 31, 2022 | 96.20% |
| April 30, 2022 | 96.20% |
| March 31, 2022 | 96.20% |
| February 28, 2022 | 96.20% |
| January 31, 2022 | 96.20% |
| December 31, 2021 | 96.20% |
| November 30, 2021 | 96.20% |
| October 31, 2021 | 96.20% |
| September 30, 2021 | 96.20% |
| August 31, 2021 | 96.20% |
| July 31, 2021 | 96.20% |
| June 30, 2021 | 96.20% |
| May 31, 2021 | 96.20% |
| April 30, 2021 | 96.20% |
| March 31, 2021 | 96.20% |
| February 28, 2021 | 96.20% |
| January 31, 2021 | 96.20% |
| December 31, 2020 | 96.20% |
| November 30, 2020 | 96.20% |
| October 31, 2020 | 96.20% |
| September 30, 2020 | 96.20% |
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
89.87%
Minimum
Nov 2019
96.20%
Maximum
Apr 2020
95.75%
Average
96.20%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Century Aluminum Co | 87.51% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.811 |
| Beta (5Y) | 1.692 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.63% |
| Historical Sharpe Ratio (5Y) | 0.2302 |
| Historical Sortino (5Y) | 0.5117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.08% |