BlueScope Steel Ltd. (BLSFF)
22.65
-0.25
(-1.09%)
USD |
OTCM |
Aug 27, 16:00
BlueScope Steel Max Drawdown (5Y) : 41.86% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 41.86% |
| June 30, 2026 | 41.86% |
| May 31, 2026 | 41.86% |
| April 30, 2026 | 41.86% |
| March 31, 2026 | 41.86% |
| February 28, 2026 | 41.86% |
| January 31, 2026 | 41.86% |
| December 31, 2025 | 41.86% |
| November 30, 2025 | 41.86% |
| October 31, 2025 | 41.86% |
| September 30, 2025 | 41.86% |
| August 31, 2025 | 43.11% |
| July 31, 2025 | 43.11% |
| June 30, 2025 | 43.11% |
| May 31, 2025 | 43.11% |
| April 30, 2025 | 43.11% |
| March 31, 2025 | 43.11% |
| February 28, 2025 | 43.11% |
| January 31, 2025 | 43.11% |
| December 31, 2024 | 43.11% |
| November 30, 2024 | 43.11% |
| October 31, 2024 | 44.21% |
| September 30, 2024 | 44.21% |
| August 31, 2024 | 44.21% |
| July 31, 2024 | 44.21% |
| Date | Value |
|---|---|
| June 30, 2024 | 45.67% |
| May 31, 2024 | 46.41% |
| April 30, 2024 | 46.41% |
| March 31, 2024 | 46.41% |
| February 29, 2024 | 46.41% |
| January 31, 2024 | 46.41% |
| December 31, 2023 | 46.41% |
| November 30, 2023 | 46.41% |
| October 31, 2023 | 46.41% |
| September 30, 2023 | 46.41% |
| August 31, 2023 | 46.41% |
| July 31, 2023 | 46.41% |
| June 30, 2023 | 46.41% |
| May 31, 2023 | 46.41% |
| April 30, 2023 | 46.41% |
| March 31, 2023 | 46.41% |
| February 28, 2023 | 46.41% |
| January 31, 2023 | 46.41% |
| December 31, 2022 | 46.41% |
| November 30, 2022 | 46.41% |
| October 31, 2022 | 46.41% |
| September 30, 2022 | 46.41% |
| August 31, 2022 | 46.41% |
| July 31, 2022 | 46.41% |
| June 30, 2022 | 46.41% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Ampco-Pittsburgh Corp. | 91.36% |
| Commercial Metals Co. | 37.63% |
| Nucor Corp. | 47.80% |
| POSCO Holdings, Inc. | 68.90% |
| Companhia Siderurgica Nacional | 85.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.237 |
| Beta (5Y) | 0.4263 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.98% |
| Historical Sharpe Ratio (5Y) | 0.0689 |
| Historical Sortino (5Y) | 0.1423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.31% |