Steel Dynamics Inc (STLD)
133.76
+0.11
(+0.08%)
USD |
NASDAQ |
Nov 04, 13:19
Steel Dynamics Max Drawdown (5Y): 68.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.46% |
| September 30, 2024 | 68.46% |
| August 31, 2024 | 68.46% |
| July 31, 2024 | 68.46% |
| June 30, 2024 | 68.46% |
| May 31, 2024 | 68.46% |
| April 30, 2024 | 68.46% |
| March 31, 2024 | 68.46% |
| February 29, 2024 | 68.46% |
| January 31, 2024 | 68.46% |
| December 31, 2023 | 68.46% |
| November 30, 2023 | 68.46% |
| October 31, 2023 | 68.46% |
| September 30, 2023 | 68.46% |
| August 31, 2023 | 68.46% |
| July 31, 2023 | 68.46% |
| June 30, 2023 | 68.46% |
| May 31, 2023 | 68.46% |
| April 30, 2023 | 68.46% |
| March 31, 2023 | 68.46% |
| February 28, 2023 | 68.46% |
| January 31, 2023 | 68.46% |
| December 31, 2022 | 68.46% |
| November 30, 2022 | 68.46% |
| October 31, 2022 | 68.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.46% |
| August 31, 2022 | 68.46% |
| July 31, 2022 | 68.46% |
| June 30, 2022 | 68.46% |
| May 31, 2022 | 68.46% |
| April 30, 2022 | 68.46% |
| March 31, 2022 | 68.46% |
| February 28, 2022 | 68.46% |
| January 31, 2022 | 68.46% |
| December 31, 2021 | 68.46% |
| November 30, 2021 | 68.46% |
| October 31, 2021 | 68.46% |
| September 30, 2021 | 68.46% |
| August 31, 2021 | 68.46% |
| July 31, 2021 | 68.46% |
| June 30, 2021 | 68.46% |
| May 31, 2021 | 68.46% |
| April 30, 2021 | 68.46% |
| March 31, 2021 | 68.46% |
| February 28, 2021 | 68.46% |
| January 31, 2021 | 68.46% |
| December 31, 2020 | 68.46% |
| November 30, 2020 | 68.46% |
| October 31, 2020 | 68.46% |
| September 30, 2020 | 68.46% |
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
50.00%
Minimum
Nov 2019
68.46%
Maximum
Mar 2020
67.23%
Average
68.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Nucor Corp | 57.19% |
| Commercial Metals Co | 53.78% |
| United States Steel Corp | 89.14% |
| Friedman Industries Inc | 65.08% |
| Radius Recycling Inc | 75.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.40 |
| Beta (5Y) | 1.311 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.79% |
| Historical Sharpe Ratio (5Y) | 0.8416 |
| Historical Sortino (5Y) | 1.482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.78% |