Core Molding Technologies Inc (CMT)

16.54 +0.09 (+0.55%) USD  |  NYAM  |  Dec 24, 13:00
16.54 0.00 (0.00%) After-Hours: 13:59
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Core Molding Technologies Max Drawdown (5Y): 96.21% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Century Aluminum Co 87.51%
Friedman Industries Inc 65.08%
Kaiser Aluminum Corp 57.30%
Solitario Resources Corp 83.21%
Paramount Gold Nevada Corp 82.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.238
Beta (5Y) 1.748
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 82.67%
Historical Sharpe Ratio (5Y) 0.3941
Historical Sortino (5Y) 0.8806
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.08%