Ferroglobe PLC (GSM)
5.25
+0.06
(+1.16%)
USD |
NASDAQ |
Apr 26, 14:08
Ferroglobe Max Drawdown (5Y): 98.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 98.07% |
February 29, 2024 | 98.07% |
January 31, 2024 | 98.07% |
December 31, 2023 | 98.07% |
November 30, 2023 | 98.07% |
October 31, 2023 | 98.07% |
September 30, 2023 | 98.07% |
August 31, 2023 | 98.07% |
July 31, 2023 | 98.07% |
June 30, 2023 | 98.07% |
May 31, 2023 | 98.07% |
April 30, 2023 | 98.07% |
March 31, 2023 | 98.07% |
February 28, 2023 | 98.07% |
January 31, 2023 | 98.07% |
December 31, 2022 | 98.07% |
November 30, 2022 | 98.07% |
October 31, 2022 | 98.07% |
September 30, 2022 | 98.07% |
August 31, 2022 | 98.07% |
July 31, 2022 | 98.07% |
June 30, 2022 | 98.07% |
May 31, 2022 | 98.07% |
April 30, 2022 | 98.07% |
March 31, 2022 | 98.07% |
Date | Value |
---|---|
February 28, 2022 | 98.07% |
January 31, 2022 | 98.07% |
December 31, 2021 | 98.07% |
November 30, 2021 | 98.07% |
October 31, 2021 | 98.07% |
September 30, 2021 | 98.07% |
August 31, 2021 | 98.07% |
July 31, 2021 | 98.07% |
June 30, 2021 | 98.07% |
May 31, 2021 | 98.07% |
April 30, 2021 | 98.07% |
March 31, 2021 | 98.07% |
February 28, 2021 | 98.07% |
January 31, 2021 | 98.07% |
December 31, 2020 | 98.07% |
November 30, 2020 | 98.07% |
October 31, 2020 | 98.07% |
September 30, 2020 | 98.07% |
August 31, 2020 | 98.07% |
July 31, 2020 | 98.07% |
June 30, 2020 | 98.07% |
May 31, 2020 | 98.07% |
April 30, 2020 | 98.07% |
March 31, 2020 | 98.07% |
February 29, 2020 | 97.42% |
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
92.92%
Minimum
Apr 2019
98.07%
Maximum
Mar 2020
97.55%
Average
98.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Rio Tinto PLC | 37.48% |
LyondellBasell Industries NV | 68.15% |
Eden Research PLC | -- |
Wynnstay Group PLC | -- |
Captivision Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.811 |
Beta (5Y) | 2.015 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.6% |
Historical Sharpe Ratio (5Y) | 0.1705 |
Historical Sortino (5Y) | 0.4204 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.39% |