Constellium SE (CSTM)
12.01
+0.33
(+2.83%)
USD |
NYSE |
Nov 21, 16:00
12.01
0.00 (0.00%)
After-Hours: 20:00
Constellium Max Drawdown (5Y): 79.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.68% |
| September 30, 2024 | 79.68% |
| August 31, 2024 | 79.68% |
| July 31, 2024 | 79.68% |
| June 30, 2024 | 79.68% |
| May 31, 2024 | 79.68% |
| April 30, 2024 | 79.68% |
| March 31, 2024 | 79.68% |
| February 29, 2024 | 79.68% |
| January 31, 2024 | 79.68% |
| December 31, 2023 | 79.68% |
| November 30, 2023 | 79.96% |
| October 31, 2023 | 79.96% |
| September 30, 2023 | 79.96% |
| August 31, 2023 | 79.96% |
| July 31, 2023 | 79.96% |
| June 30, 2023 | 79.96% |
| May 31, 2023 | 79.96% |
| April 30, 2023 | 79.96% |
| March 31, 2023 | 79.96% |
| February 28, 2023 | 79.96% |
| January 31, 2023 | 79.96% |
| December 31, 2022 | 79.96% |
| November 30, 2022 | 79.96% |
| October 31, 2022 | 79.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.96% |
| August 31, 2022 | 79.96% |
| July 31, 2022 | 79.96% |
| June 30, 2022 | 79.96% |
| May 31, 2022 | 79.96% |
| April 30, 2022 | 81.17% |
| March 31, 2022 | 83.17% |
| February 28, 2022 | 83.17% |
| January 31, 2022 | 83.17% |
| December 31, 2021 | 83.17% |
| November 30, 2021 | 83.17% |
| October 31, 2021 | 84.25% |
| September 30, 2021 | 84.25% |
| August 31, 2021 | 84.25% |
| July 31, 2021 | 84.38% |
| June 30, 2021 | 85.61% |
| May 31, 2021 | 87.19% |
| April 30, 2021 | 87.19% |
| March 31, 2021 | 87.19% |
| February 28, 2021 | 87.19% |
| January 31, 2021 | 87.56% |
| December 31, 2020 | 87.56% |
| November 30, 2020 | 87.56% |
| October 31, 2020 | 87.56% |
| September 30, 2020 | 88.70% |
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
79.68%
Minimum
Dec 2023
88.70%
Maximum
Nov 2019
83.17%
Average
80.56%
Median
Max Drawdown (5Y) Benchmarks
| Century Aluminum Co | 87.51% |
| Kaiser Aluminum Corp | 57.30% |
| Fuse Group Holding Inc | 99.69% |
| Alcoa Corp | 90.90% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.41 |
| Beta (5Y) | 1.972 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.83% |
| Historical Sharpe Ratio (5Y) | -0.122 |
| Historical Sortino (5Y) | -0.1576 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.12% |