Core Molding Technologies Inc (CMT)
18.55
+0.59
(+3.29%)
USD |
NYAM |
May 03, 16:00
18.45
-0.10
(-0.54%)
After-Hours: 20:00
Core Molding Technologies Max Drawdown (5Y): 96.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.20% |
March 31, 2024 | 96.20% |
February 29, 2024 | 96.20% |
January 31, 2024 | 96.20% |
December 31, 2023 | 96.20% |
November 30, 2023 | 96.20% |
October 31, 2023 | 96.20% |
September 30, 2023 | 96.20% |
August 31, 2023 | 96.20% |
July 31, 2023 | 96.20% |
June 30, 2023 | 96.20% |
May 31, 2023 | 96.20% |
April 30, 2023 | 96.20% |
March 31, 2023 | 96.20% |
February 28, 2023 | 96.20% |
January 31, 2023 | 96.20% |
December 31, 2022 | 96.20% |
November 30, 2022 | 96.20% |
October 31, 2022 | 96.20% |
September 30, 2022 | 96.20% |
August 31, 2022 | 96.20% |
July 31, 2022 | 96.20% |
June 30, 2022 | 96.20% |
May 31, 2022 | 96.20% |
April 30, 2022 | 96.20% |
Date | Value |
---|---|
March 31, 2022 | 96.20% |
February 28, 2022 | 96.20% |
January 31, 2022 | 96.20% |
December 31, 2021 | 96.20% |
November 30, 2021 | 96.20% |
October 31, 2021 | 96.20% |
September 30, 2021 | 96.20% |
August 31, 2021 | 96.20% |
July 31, 2021 | 96.20% |
June 30, 2021 | 96.20% |
May 31, 2021 | 96.20% |
April 30, 2021 | 96.20% |
March 31, 2021 | 96.20% |
February 28, 2021 | 96.20% |
January 31, 2021 | 96.20% |
December 31, 2020 | 96.20% |
November 30, 2020 | 96.20% |
October 31, 2020 | 96.20% |
September 30, 2020 | 96.20% |
August 31, 2020 | 96.20% |
July 31, 2020 | 96.20% |
June 30, 2020 | 96.20% |
May 31, 2020 | 96.20% |
April 30, 2020 | 96.20% |
March 31, 2020 | 94.55% |
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
77.34%
Minimum
May 2019
96.20%
Maximum
Apr 2020
93.99%
Average
96.20%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Century Aluminum Co | 87.51% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.268 |
Beta (5Y) | 1.660 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.76% |
Historical Sharpe Ratio (5Y) | 0.1777 |
Historical Sortino (5Y) | 0.3543 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.98% |