ArcelorMittal SA (MT)
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+0.26
(+0.40%)
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Oct 05, 16:00
64.77
0.00 (0.00%)
After-Hours: 16:28
ArcelorMittal Max Drawdown (5Y) : 46.01% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 46.01% |
| August 31, 2026 | 46.01% |
| July 31, 2026 | 46.01% |
| June 30, 2026 | 46.01% |
| May 31, 2026 | 46.01% |
| April 30, 2026 | 46.01% |
| March 31, 2026 | 46.01% |
| February 28, 2026 | 46.01% |
| January 31, 2026 | 46.01% |
| December 31, 2025 | 46.01% |
| November 30, 2025 | 50.61% |
| October 31, 2025 | 61.93% |
| September 30, 2025 | 63.29% |
| August 31, 2025 | 67.12% |
| July 31, 2025 | 69.30% |
| June 30, 2025 | 70.28% |
| May 31, 2025 | 72.83% |
| April 30, 2025 | 78.33% |
| March 31, 2025 | 78.33% |
| February 28, 2025 | 81.10% |
| January 31, 2025 | 81.10% |
| December 31, 2024 | 81.10% |
| November 30, 2024 | 81.10% |
| October 31, 2024 | 81.10% |
| September 30, 2024 | 81.10% |
| Date | Value |
|---|---|
| August 31, 2024 | 81.10% |
| July 31, 2024 | 81.10% |
| June 30, 2024 | 81.10% |
| May 31, 2024 | 81.10% |
| April 30, 2024 | 81.10% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Ternium SA | 49.33% |
| Nucor Corp. | 47.80% |
| POSCO Holdings, Inc. | 68.90% |
| Commercial Metals Co. | 37.63% |
| Companhia Siderurgica Nacional | 85.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3116 |
| Beta (5Y) | 1.549 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.64% |
| Historical Sharpe Ratio (5Y) | 0.393 |
| Historical Sortino (5Y) | 0.7027 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.64% |