Cleveland-Cliffs Inc (CLF)
12.46
+0.58
(+4.88%)
USD |
NYSE |
Nov 22, 16:00
12.46
0.00 (0.00%)
After-Hours: 20:00
Cleveland-Cliffs Max Drawdown (5Y): 75.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.30% |
| September 30, 2024 | 75.30% |
| August 31, 2024 | 75.30% |
| July 31, 2024 | 75.30% |
| June 30, 2024 | 75.30% |
| May 31, 2024 | 75.30% |
| 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 | 75.50% |
| February 28, 2023 | 75.97% |
| January 31, 2023 | 81.83% |
| December 31, 2022 | 81.83% |
| November 30, 2022 | 83.40% |
| October 31, 2022 | 83.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.95% |
| August 31, 2022 | 83.95% |
| July 31, 2022 | 83.95% |
| June 30, 2022 | 84.48% |
| May 31, 2022 | 87.87% |
| April 30, 2022 | 88.20% |
| March 31, 2022 | 89.06% |
| February 28, 2022 | 89.06% |
| January 31, 2022 | 89.06% |
| December 31, 2021 | 89.06% |
| November 30, 2021 | 89.06% |
| October 31, 2021 | 92.06% |
| September 30, 2021 | 92.61% |
| August 31, 2021 | 92.61% |
| July 31, 2021 | 92.61% |
| June 30, 2021 | 93.80% |
| May 31, 2021 | 95.25% |
| April 30, 2021 | 96.79% |
| March 31, 2021 | 96.85% |
| February 28, 2021 | 97.60% |
| January 31, 2021 | 98.27% |
| December 31, 2020 | 98.60% |
| November 30, 2020 | 98.60% |
| October 31, 2020 | 98.60% |
| September 30, 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
Apr 2023
98.60%
Maximum
Nov 2019
86.66%
Average
88.04%
Median
Max Drawdown (5Y) Benchmarks
| United States Steel Corp | 89.14% |
| Worthington Steel Inc | -- |
| Nucor Corp | 57.19% |
| Steel Dynamics Inc | 68.46% |
| Alcoa Corp | 90.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.91 |
| Beta (5Y) | 1.975 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.83% |
| Historical Sharpe Ratio (5Y) | 0.1712 |
| Historical Sortino (5Y) | 0.3148 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.12% |