ArcelorMittal SA (MT)
25.36
+0.22
(+0.85%)
USD |
NYSE |
Apr 19, 16:00
25.38
+0.01
(+0.04%)
After-Hours: 19:07
ArcelorMittal Max Drawdown (5Y): 81.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 81.10% |
| February 29, 2024 | 81.10% |
| January 31, 2024 | 81.10% |
| December 31, 2023 | 81.10% |
| November 30, 2023 | 81.10% |
| October 31, 2023 | 81.10% |
| September 30, 2023 | 81.10% |
| August 31, 2023 | 81.10% |
| July 31, 2023 | 81.10% |
| June 30, 2023 | 81.10% |
| May 31, 2023 | 81.10% |
| April 30, 2023 | 81.10% |
| March 31, 2023 | 81.10% |
| February 28, 2023 | 81.10% |
| January 31, 2023 | 81.10% |
| December 31, 2022 | 81.10% |
| November 30, 2022 | 81.10% |
| October 31, 2022 | 81.10% |
| September 30, 2022 | 81.10% |
| August 31, 2022 | 81.10% |
| July 31, 2022 | 81.10% |
| June 30, 2022 | 81.10% |
| May 31, 2022 | 81.10% |
| April 30, 2022 | 81.10% |
| March 31, 2022 | 81.10% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.10% |
| January 31, 2022 | 81.10% |
| December 31, 2021 | 81.10% |
| November 30, 2021 | 81.10% |
| October 31, 2021 | 81.10% |
| September 30, 2021 | 81.10% |
| August 31, 2021 | 81.10% |
| July 31, 2021 | 81.10% |
| June 30, 2021 | 81.10% |
| May 31, 2021 | 81.10% |
| April 30, 2021 | 81.10% |
| March 31, 2021 | 81.10% |
| February 28, 2021 | 81.10% |
| January 31, 2021 | 82.06% |
| December 31, 2020 | 85.40% |
| November 30, 2020 | 90.83% |
| October 31, 2020 | 90.83% |
| September 30, 2020 | 90.83% |
| August 31, 2020 | 90.83% |
| July 31, 2020 | 90.83% |
| June 30, 2020 | 90.83% |
| May 31, 2020 | 90.83% |
| April 30, 2020 | 90.83% |
| March 31, 2020 | 90.83% |
| February 29, 2020 | 90.83% |
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
81.10%
Minimum
Feb 2021
90.83%
Maximum
Apr 2019
84.43%
Average
81.10%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Ternium SA | 74.96% |
| Nexa Resources SA | 85.07% |
| Aperam SA | 68.50% |
| Perimeter Solutions SA | -- |
| Cleveland-Cliffs Inc | 75.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.78 |
| Beta (5Y) | 1.927 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.10% |
| Historical Sharpe Ratio (5Y) | 0.1141 |
| Historical Sortino (5Y) | 0.165 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.75% |