Ternium SA (TX)
34.19
-0.25
(-0.73%)
USD |
NYSE |
Nov 13, 16:00
34.33
+0.14
(+0.41%)
After-Hours: 20:00
Ternium Max Drawdown (5Y): 74.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.96% |
| September 30, 2024 | 74.96% |
| August 31, 2024 | 74.96% |
| July 31, 2024 | 74.96% |
| June 30, 2024 | 74.96% |
| May 31, 2024 | 74.96% |
| April 30, 2024 | 74.96% |
| March 31, 2024 | 74.96% |
| February 29, 2024 | 74.96% |
| January 31, 2024 | 74.96% |
| December 31, 2023 | 74.96% |
| November 30, 2023 | 74.96% |
| October 31, 2023 | 74.96% |
| September 30, 2023 | 74.96% |
| August 31, 2023 | 74.96% |
| July 31, 2023 | 74.96% |
| June 30, 2023 | 74.96% |
| May 31, 2023 | 74.96% |
| April 30, 2023 | 74.96% |
| March 31, 2023 | 74.96% |
| February 28, 2023 | 74.96% |
| January 31, 2023 | 74.96% |
| December 31, 2022 | 74.96% |
| November 30, 2022 | 74.96% |
| October 31, 2022 | 74.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.96% |
| August 31, 2022 | 74.96% |
| July 31, 2022 | 74.96% |
| June 30, 2022 | 74.96% |
| May 31, 2022 | 74.96% |
| April 30, 2022 | 74.96% |
| March 31, 2022 | 74.96% |
| February 28, 2022 | 74.96% |
| January 31, 2022 | 74.96% |
| December 31, 2021 | 74.96% |
| November 30, 2021 | 74.96% |
| October 31, 2021 | 74.96% |
| September 30, 2021 | 74.96% |
| August 31, 2021 | 74.96% |
| July 31, 2021 | 74.96% |
| June 30, 2021 | 74.96% |
| May 31, 2021 | 74.96% |
| April 30, 2021 | 74.96% |
| March 31, 2021 | 74.96% |
| February 28, 2021 | 74.96% |
| January 31, 2021 | 74.96% |
| December 31, 2020 | 74.96% |
| November 30, 2020 | 74.96% |
| October 31, 2020 | 74.96% |
| September 30, 2020 | 74.96% |
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
68.45%
Minimum
Nov 2019
74.96%
Maximum
Mar 2020
74.53%
Average
74.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ArcelorMittal SA | 81.10% |
| Nexa Resources SA | 85.07% |
| Aperam SA | 68.50% |
| Perimeter Solutions SA | -- |
| Eastman Chemical Co | 62.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.821 |
| Beta (5Y) | 1.704 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.28% |
| Historical Sharpe Ratio (5Y) | 0.3278 |
| Historical Sortino (5Y) | 0.5264 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.31% |