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AA: Alcoa Corp (STOCK)
Basic Info 36.77 0.83(2.31%) May 03
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/05/1984 |
Last Dividend Date: | 03/04/2024 |
12-Mo. Yield | 1.29% |
Expenses | - |
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Performance Analytics (As of 04/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.3 | 8.5 | 6.4 | 0.1 | 7.8 | 2.8 | 5.1 | -0.5 | 5.4 | -24.3 | -23.1 | 159.0 | 7.2 | -19.1 | -50.7 | 91.8 | 30.6 | -35.9 | 51.6 | 26.6 | 3.6 | -42.6 | -2.3 | 53.6 | -66.9 | 27.5 | 6.4 | -0.9 | -13.5 | 77.1 | -32.6 | 10.4 | -16.9 | 125.9 | 7.2 | 11.3 | 22.2 | 23.2 | 25.6 | -2.5 | 12.0 | 12.7 | -22.6 | 33.9 | 19.8 | 38.0 | -12.0 | 4.1 | -0.3 |
Sharpe Ratio | NA | 0.54 | 0.03 | -0.02 | 0.09 | 0.04 | NA | NA | 0.08 | -0.55 | -0.37 | 2.54 | 0.08 | -0.52 | -1.14 | 2.46 | 0.64 | -0.94 | 1.72 | 1.1 | 0.13 | -0.98 | -0.06 | 0.74 | -0.83 | 0.73 | 0.12 | -0.14 | -0.5 | 2.27 | -0.81 | 0.2 | -0.41 | 2.9 | 0.12 | 0.29 | 0.75 | 0.59 | 0.96 | -0.21 | 0.36 | 0.32 | -1.18 | 1.43 | 0.5 | 0.69 | -0.63 | -0.05 | -0.33 |
Draw Down(%) | NA | 25.5 | 36.8 | 75.0 | 79.6 | 90.9 | NA | NA | 92.7 | 57.5 | 64.5 | 28.7 | 74.5 | 46.0 | 58.2 | 23.0 | 31.7 | 53.2 | 18.0 | 16.6 | 24.9 | 52.2 | 42.1 | 54.6 | 83.9 | 31.9 | 26.4 | 28.0 | 24.4 | 22.4 | 53.3 | 37.0 | 44.5 | 16.5 | 24.4 | 25.4 | 16.2 | 19.0 | 19.3 | 22.2 | 20.2 | 23.0 | 33.8 | 14.3 | 23.1 | 46.7 | 27.9 | 24.4 | 9.2 |
Standard Deviation(%) | NA | 49.2 | 50.4 | 58.2 | 62.5 | 52.7 | NA | NA | 41.6 | 51.9 | 66.8 | 62.5 | 81.6 | 39.2 | 45.6 | 37.3 | 47.7 | 38.3 | 30.0 | 24.2 | 28.2 | 43.4 | 37.6 | 71.9 | 81.8 | 33.8 | 26.7 | 21.8 | 28.8 | 33.7 | 41.8 | 41.3 | 51.5 | 42.4 | 32.4 | 26.6 | 24.8 | 32.8 | 23.5 | 21.8 | 26.8 | 27.5 | 23.5 | 19.7 | 30.0 | 48.7 | 25.7 | 22.9 | 23.7 |
Treynor Ratio | NA | 0.19 | 0.01 | -0.01 | 0.04 | 0.01 | NA | NA | 0.03 | -0.14 | -0.18 | 0.94 | 0.05 | -0.11 | -0.41 | 0.44 | 0.17 | -0.3 | 0.35 | 0.25 | 0.02 | -0.26 | -0.02 | 0.28 | -0.43 | 0.18 | 0.02 | -0.03 | -0.09 | 0.57 | -0.28 | 0.07 | -0.33 | 5.24 | 0.05 | 0.09 | 0.3 | 0.16 | 0.23 | -0.07 | 0.09 | 0.12 | -0.33 | 0.31 | 0.14 | 0.36 | -0.22 | -0.02 | -0.06 |
Alpha | NA | 0.03 | -0.11 | 0.02 | 0.02 | -0.01 | NA | NA | 0.0 | -0.24 | 0.08 | 0.28 | 0.02 | -0.25 | -0.22 | 0.13 | 0.07 | -0.16 | 0.11 | -0.02 | -0.07 | -0.21 | -0.08 | 0.06 | -0.07 | 0.09 | -0.03 | -0.02 | -0.1 | 0.11 | -0.02 | 0.13 | -0.01 | 0.33 | -0.05 | -0.04 | 0.03 | -0.05 | 0.09 | -0.03 | 0.02 | -0.03 | -0.09 | 0.03 | 0.03 | 0.14 | -0.07 | -0.04 | 0.1 |
Beta | NA | 1.43 | 2.02 | 1.58 | 1.54 | 1.52 | NA | NA | 1.27 | 2.08 | 1.4 | 1.69 | 1.5 | 1.79 | 1.27 | 2.08 | 1.76 | 1.2 | 1.46 | 1.07 | 1.65 | 1.65 | 1.54 | 1.93 | 1.56 | 1.37 | 1.29 | 1.2 | 1.53 | 1.35 | 1.21 | 1.19 | 0.63 | 0.23 | 0.86 | 0.82 | 0.62 | 1.22 | 0.97 | 0.61 | 1.08 | 0.73 | 0.84 | 0.92 | 1.06 | 0.93 | 0.72 | 0.77 | 1.35 |
RSquared | NA | 0.11 | 0.22 | 0.22 | 0.28 | 0.26 | NA | NA | 0.31 | 0.27 | 0.26 | 0.12 | 0.4 | 0.32 | 0.23 | 0.14 | 0.23 | 0.24 | 0.3 | 0.24 | 0.56 | 0.79 | 0.56 | 0.54 | 0.61 | 0.42 | 0.24 | 0.32 | 0.35 | 0.47 | 0.57 | 0.39 | 0.07 | 0.01 | 0.29 | 0.32 | 0.08 | 0.08 | 0.17 | 0.06 | 0.16 | 0.15 | 0.34 | 0.37 | 0.36 | 0.41 | 0.21 | 0.15 | 0.51 |
Yield(%) | N/A | 0.3 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.9 | 0.7 | 0.4 | 0.0 | 0.0 | 0.0 | 0.0 | 3.3 | 1.9 | 2.9 | 3.3 | 3.3 | 1.9 | 1.8 | 5.2 | 4.5 | 5.6 | 4.9 | 4.7 | 3.9 | 6.2 | 4.1 | 4.5 | 1.5 | 1.3 | 1.3 | 0.9 | 1.5 | 0.6 | 0.7 | 0.6 | 0.7 | 0.9 | 0.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -75.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.0 | 300.0 | N/A | N/A | N/A | N/A | -100.0 | 7.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -52.5 | -61.2 | 0.0 | 11.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 21.4 | 21.7 | 9.5 | 52.7 | -27.6 | 68.9 | 2.3 | 0.0 | 0.0 | -10.2 | 11.4 | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/02/1962
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