Cleveland-Cliffs Inc (CLF)
16.70
-0.20
(-1.18%)
USD |
NYSE |
May 01, 16:00
16.76
+0.06
(+0.36%)
After-Hours: 20:00
Cleveland-Cliffs Max Drawdown (5Y): 75.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.30% |
| March 31, 2024 | 75.30% |
| February 29, 2024 | 75.30% |
| January 31, 2024 | 75.30% |
| December 31, 2023 | 75.30% |
| November 30, 2023 | 75.30% |
| October 31, 2023 | 75.30% |
| September 30, 2023 | 75.30% |
| August 31, 2023 | 75.30% |
| July 31, 2023 | 75.30% |
| June 30, 2023 | 75.30% |
| May 31, 2023 | 75.30% |
| April 30, 2023 | 75.30% |
| March 31, 2023 | 75.30% |
| February 28, 2023 | 75.30% |
| January 31, 2023 | 75.50% |
| December 31, 2022 | 75.97% |
| November 30, 2022 | 76.52% |
| October 31, 2022 | 76.52% |
| September 30, 2022 | 82.74% |
| August 31, 2022 | 83.78% |
| July 31, 2022 | 83.78% |
| June 30, 2022 | 83.78% |
| May 31, 2022 | 83.78% |
| April 30, 2022 | 84.24% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.50% |
| February 28, 2022 | 86.50% |
| January 31, 2022 | 86.50% |
| December 31, 2021 | 86.50% |
| November 30, 2021 | 86.50% |
| October 31, 2021 | 87.18% |
| September 30, 2021 | 87.21% |
| August 31, 2021 | 92.03% |
| July 31, 2021 | 92.61% |
| June 30, 2021 | 92.61% |
| May 31, 2021 | 92.61% |
| April 30, 2021 | 92.61% |
| March 31, 2021 | 94.08% |
| February 28, 2021 | 96.77% |
| January 31, 2021 | 96.85% |
| December 31, 2020 | 97.39% |
| November 30, 2020 | 98.27% |
| October 31, 2020 | 98.60% |
| September 30, 2020 | 98.60% |
| August 31, 2020 | 98.60% |
| July 31, 2020 | 98.60% |
| June 30, 2020 | 98.60% |
| May 31, 2020 | 98.60% |
| April 30, 2020 | 98.60% |
| March 31, 2020 | 98.60% |
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
75.30%
Minimum
Feb 2023
98.60%
Maximum
May 2019
87.73%
Average
86.84%
Median
Max Drawdown (5Y) Benchmarks
| Nucor Corp | 57.19% |
| United States Steel Corp | 89.15% |
| Worthington Steel Inc | -- |
| Steel Dynamics Inc | 68.46% |
| Commercial Metals Co | 53.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.43 |
| Beta (5Y) | 2.102 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.77% |
| Historical Sharpe Ratio (5Y) | 0.1617 |
| Historical Sortino (5Y) | 0.2842 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.58% |