Nucor Corp (NUE)
132.09
+2.53
(+1.95%)
USD |
NYSE |
Mar 14, 16:00
132.49
+0.40
(+0.30%)
After-Hours: 20:00
Nucor Max Drawdown (5Y): 57.19% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Commercial Metals Co | 53.78% |
| Steel Dynamics Inc | 68.46% |
| Century Aluminum Co | 87.51% |
| Cleveland-Cliffs Inc | 75.30% |
| Alcoa Corp | 90.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.583 |
| Beta (5Y) | 1.578 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.71% |
| Historical Sharpe Ratio (5Y) | 0.6512 |
| Historical Sortino (5Y) | 1.232 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.53% |