Commercial Metals Co (CMC)
55.90
-0.56
(-0.99%)
USD |
NYSE |
May 03, 16:00
56.49
+0.59
(+1.06%)
Pre-Market: 09:22
Commercial Metals Max Drawdown (5Y): 53.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.78% |
March 31, 2024 | 53.78% |
February 29, 2024 | 53.78% |
January 31, 2024 | 53.78% |
December 31, 2023 | 53.78% |
November 30, 2023 | 53.78% |
October 31, 2023 | 53.78% |
September 30, 2023 | 53.78% |
August 31, 2023 | 53.78% |
July 31, 2023 | 53.78% |
June 30, 2023 | 53.78% |
May 31, 2023 | 53.78% |
April 30, 2023 | 53.78% |
March 31, 2023 | 53.78% |
February 28, 2023 | 53.78% |
January 31, 2023 | 53.78% |
December 31, 2022 | 53.78% |
November 30, 2022 | 53.78% |
October 31, 2022 | 53.78% |
September 30, 2022 | 53.78% |
August 31, 2022 | 53.78% |
July 31, 2022 | 53.78% |
June 30, 2022 | 53.78% |
May 31, 2022 | 53.78% |
April 30, 2022 | 53.78% |
Date | Value |
---|---|
March 31, 2022 | 53.78% |
February 28, 2022 | 53.78% |
January 31, 2022 | 53.78% |
December 31, 2021 | 53.78% |
November 30, 2021 | 53.78% |
October 31, 2021 | 53.78% |
September 30, 2021 | 53.78% |
August 31, 2021 | 53.78% |
July 31, 2021 | 53.78% |
June 30, 2021 | 53.78% |
May 31, 2021 | 53.78% |
April 30, 2021 | 53.78% |
March 31, 2021 | 53.78% |
February 28, 2021 | 53.78% |
January 31, 2021 | 53.78% |
December 31, 2020 | 53.78% |
November 30, 2020 | 53.78% |
October 31, 2020 | 53.78% |
September 30, 2020 | 53.78% |
August 31, 2020 | 53.78% |
July 31, 2020 | 53.78% |
June 30, 2020 | 53.78% |
May 31, 2020 | 53.78% |
April 30, 2020 | 53.78% |
March 31, 2020 | 53.78% |
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
47.26%
Minimum
May 2019
53.78%
Maximum
Mar 2020
52.69%
Average
53.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Reliance Inc | 40.79% |
Steel Dynamics Inc | 68.46% |
Friedman Industries Inc | 65.08% |
Radius Recycling Inc | 69.20% |
Universal Stainless & Alloy Products Inc | 82.45% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.66 |
Beta (5Y) | 1.349 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.95% |
Historical Sharpe Ratio (5Y) | 0.6772 |
Historical Sortino (5Y) | 1.048 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.17% |