Ferroglobe PLC (GSM)

3.865 +0.08 (+2.25%) USD  |  NASDAQ  |  Dec 20, 16:00
3.865 0.00 (0.00%) After-Hours: 20:00
More

Ferroglobe Max Drawdown (5Y): 98.17% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for GSM.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Rio Tinto PLC 37.48%
LyondellBasell Industries NV 68.15%
Forterra PLC 99.99%
Eden Research PLC --
Ibstock PLC 60.24%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 19.87
Beta (5Y) 1.857
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 96.88%
Historical Sharpe Ratio (5Y) 0.4611
Historical Sortino (5Y) 1.167
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.11%