ArcelorMittal SA (MT)

23.13 -0.10 (-0.43%) USD  |  NYSE  |  Dec 27, 16:00
23.13 0.00 (0.00%) After-Hours: 20:00
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ArcelorMittal Max Drawdown (5Y): 81.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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United States Steel Corp 89.14%
Ternium SA 74.96%
Nexa Resources SA 85.07%
Aperam SA 68.50%
Nippon Steel Corp 71.17%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.26
Beta (5Y) 1.744
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.49%
Historical Sharpe Ratio (5Y) 0.1581
Historical Sortino (5Y) 0.2254
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.76%