Commercial Metals Co (CMC)
54.08
-0.34
(-0.63%)
USD |
NYSE |
Nov 04, 13:30
Commercial Metals Max Drawdown (5Y): 53.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.78% |
| September 30, 2024 | 53.78% |
| August 31, 2024 | 53.78% |
| July 31, 2024 | 53.78% |
| June 30, 2024 | 53.78% |
| May 31, 2024 | 53.78% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
53.78%
Maximum
Mar 2020
53.34%
Average
53.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Steel Dynamics Inc | 68.46% |
| Nucor Corp | 57.19% |
| Friedman Industries Inc | 65.08% |
| Radius Recycling Inc | 75.09% |
| Universal Stainless & Alloy Products Inc | 82.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.757 |
| Beta (5Y) | 1.143 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.90% |
| Historical Sharpe Ratio (5Y) | 0.6099 |
| Historical Sortino (5Y) | 0.9486 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.90% |