Nucor Corp (NUE)
190.45
-0.32
(-0.17%)
USD |
NYSE |
Apr 19, 13:03
Nucor Max Drawdown (5Y): 57.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 57.19% |
February 29, 2024 | 57.19% |
January 31, 2024 | 57.19% |
December 31, 2023 | 57.19% |
November 30, 2023 | 57.19% |
October 31, 2023 | 57.19% |
September 30, 2023 | 57.19% |
August 31, 2023 | 57.19% |
July 31, 2023 | 57.19% |
June 30, 2023 | 57.19% |
May 31, 2023 | 57.19% |
April 30, 2023 | 57.19% |
March 31, 2023 | 57.19% |
February 28, 2023 | 57.19% |
January 31, 2023 | 57.19% |
December 31, 2022 | 57.19% |
November 30, 2022 | 57.19% |
October 31, 2022 | 57.19% |
September 30, 2022 | 57.19% |
August 31, 2022 | 57.19% |
July 31, 2022 | 57.19% |
June 30, 2022 | 57.19% |
May 31, 2022 | 57.19% |
April 30, 2022 | 57.19% |
March 31, 2022 | 57.19% |
Date | Value |
---|---|
February 28, 2022 | 57.19% |
January 31, 2022 | 57.19% |
December 31, 2021 | 57.19% |
November 30, 2021 | 57.19% |
October 31, 2021 | 57.19% |
September 30, 2021 | 57.19% |
August 31, 2021 | 57.19% |
July 31, 2021 | 57.19% |
June 30, 2021 | 57.19% |
May 31, 2021 | 57.19% |
April 30, 2021 | 57.19% |
March 31, 2021 | 57.19% |
February 28, 2021 | 57.19% |
January 31, 2021 | 57.19% |
December 31, 2020 | 57.19% |
November 30, 2020 | 57.19% |
October 31, 2020 | 57.19% |
September 30, 2020 | 57.19% |
August 31, 2020 | 57.19% |
July 31, 2020 | 57.19% |
June 30, 2020 | 57.19% |
May 31, 2020 | 57.19% |
April 30, 2020 | 57.19% |
March 31, 2020 | 57.19% |
February 29, 2020 | 37.71% |
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
36.95%
Minimum
Apr 2019
57.19%
Maximum
Mar 2020
53.49%
Average
57.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Steel Dynamics Inc | 68.46% |
Cleveland-Cliffs Inc | 75.30% |
Reliance Inc | 40.79% |
Universal Stainless & Alloy Products Inc | 82.45% |
Commercial Metals Co | 53.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.567 |
Beta (5Y) | 1.605 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.05% |
Historical Sharpe Ratio (5Y) | 0.6624 |
Historical Sortino (5Y) | 1.145 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.78% |