Steel Dynamics, Inc. (STLD)
234.88
-3.29
(-1.38%)
USD |
NASDAQ |
Oct 07, 14:37
Steel Dynamics Max Drawdown (5Y) : 32.20% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 32.20% |
| August 31, 2026 | 32.20% |
| July 31, 2026 | 32.20% |
| June 30, 2026 | 32.20% |
| May 31, 2026 | 32.20% |
| April 30, 2026 | 32.20% |
| March 31, 2026 | 32.20% |
| February 28, 2026 | 32.20% |
| January 31, 2026 | 32.20% |
| December 31, 2025 | 32.20% |
| November 30, 2025 | 32.20% |
| October 31, 2025 | 35.53% |
| September 30, 2025 | 37.75% |
| August 31, 2025 | 40.03% |
| July 31, 2025 | 42.01% |
| June 30, 2025 | 49.07% |
| May 31, 2025 | 49.07% |
| April 30, 2025 | 54.42% |
| March 31, 2025 | 56.83% |
| February 28, 2025 | 68.46% |
| January 31, 2025 | 68.46% |
| December 31, 2024 | 68.46% |
| November 30, 2024 | 68.46% |
| October 31, 2024 | 68.46% |
| September 30, 2024 | 68.46% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 68.46% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Cleveland-Cliffs, Inc. | 82.37% |
| Nucor Corp. | 47.80% |
| Alcoa Corp. | 75.47% |
| Worthington Steel, Inc. | -- |
| Graphene & Solar Technologies Ltd. | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.90 |
| Beta (5Y) | 1.476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.50% |
| Historical Sharpe Ratio (5Y) | 0.7448 |
| Historical Sortino (5Y) | 1.576 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.39% |