ArcelorMittal SA (MT)
24.80
+1.03
(+4.33%)
USD |
NYSE |
Nov 14, 11:49
ArcelorMittal Max Drawdown (5Y): 81.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.10% |
| September 30, 2024 | 81.10% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
83.29%
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 | -- |
| United States Steel Corp | 89.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.46 |
| Beta (5Y) | 1.775 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.77% |
| Historical Sharpe Ratio (5Y) | 0.211 |
| Historical Sortino (5Y) | 0.3061 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.77% |