Kaiser Aluminum Corp (KALU)
81.65
+0.47
(+0.58%)
USD |
NASDAQ |
Nov 22, 16:00
81.71
+0.06
(+0.07%)
Pre-Market: 20:00
Kaiser Aluminum Max Drawdown (5Y): 57.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.30% |
| September 30, 2024 | 57.30% |
| August 31, 2024 | 57.30% |
| July 31, 2024 | 57.30% |
| June 30, 2024 | 57.30% |
| May 31, 2024 | 57.30% |
| April 30, 2024 | 57.30% |
| March 31, 2024 | 57.30% |
| February 29, 2024 | 57.30% |
| January 31, 2024 | 57.30% |
| December 31, 2023 | 57.30% |
| November 30, 2023 | 57.30% |
| October 31, 2023 | 57.30% |
| September 30, 2023 | 55.84% |
| August 31, 2023 | 55.84% |
| July 31, 2023 | 55.84% |
| June 30, 2023 | 55.84% |
| May 31, 2023 | 55.84% |
| April 30, 2023 | 55.84% |
| March 31, 2023 | 55.43% |
| February 28, 2023 | 55.43% |
| January 31, 2023 | 55.43% |
| December 31, 2022 | 55.43% |
| November 30, 2022 | 55.43% |
| October 31, 2022 | 55.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.43% |
| August 31, 2022 | 55.43% |
| July 31, 2022 | 55.43% |
| June 30, 2022 | 55.43% |
| May 31, 2022 | 55.43% |
| April 30, 2022 | 55.43% |
| March 31, 2022 | 55.43% |
| February 28, 2022 | 55.43% |
| January 31, 2022 | 55.43% |
| December 31, 2021 | 55.43% |
| November 30, 2021 | 55.43% |
| October 31, 2021 | 55.43% |
| September 30, 2021 | 55.43% |
| August 31, 2021 | 55.43% |
| July 31, 2021 | 55.43% |
| June 30, 2021 | 55.43% |
| May 31, 2021 | 55.43% |
| April 30, 2021 | 55.43% |
| March 31, 2021 | 55.43% |
| February 28, 2021 | 55.43% |
| January 31, 2021 | 55.43% |
| December 31, 2020 | 55.43% |
| November 30, 2020 | 55.43% |
| October 31, 2020 | 55.43% |
| September 30, 2020 | 55.43% |
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
26.24%
Minimum
Nov 2019
57.30%
Maximum
Oct 2023
53.59%
Average
55.43%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Century Aluminum Co | 87.51% |
| Fuse Group Holding Inc | 99.69% |
| Alcoa Corp | 90.90% |
| Solitario Resources Corp | 83.21% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.16 |
| Beta (5Y) | 1.318 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.20% |
| Historical Sharpe Ratio (5Y) | -0.1331 |
| Historical Sortino (5Y) | -0.2309 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.75% |