Cleveland-Cliffs Inc (CLF)

9.35 -0.11 (-1.16%) USD  |  NYSE  |  Dec 26, 16:00
9.40 +0.05 (+0.53%) Pre-Market: 04:22
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Cleveland-Cliffs Max Drawdown (5Y): 75.30% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Nucor Corp 57.19%
United States Steel Corp 89.14%
Steel Dynamics Inc 68.46%
Worthington Steel Inc --
Alcoa Corp 90.90%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -18.35
Beta (5Y) 1.926
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 61.87%
Historical Sharpe Ratio (5Y) 0.1193
Historical Sortino (5Y) 0.2195
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.12%