Universal Stainless & Alloy Products Inc (USAP)

44.08 +0.03 (+0.07%) USD  |  NASDAQ  |  Dec 20, 16:00
44.10 +0.02 (+0.05%) After-Hours: 20:00
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Universal Stainless & Alloy Products Max Drawdown (5Y): 82.45% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Arch Resources Inc 76.53%
Commercial Metals Co 53.78%
Friedman Industries Inc 65.08%
Radius Recycling Inc 75.09%
Steel Dynamics Inc 68.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.66
Beta (5Y) 0.9117
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.08%
Historical Sharpe Ratio (5Y) 0.4761
Historical Sortino (5Y) 0.9016
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.96%