United States Steel Corp (X)
41.02
+0.33
(+0.81%)
USD |
NYSE |
Mar 27, 16:00
41.01
-0.01
(-0.02%)
Pre-Market: 20:00
United States Steel Max Drawdown (5Y): 89.15% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 89.15% |
January 31, 2024 | 89.15% |
December 31, 2023 | 89.15% |
November 30, 2023 | 89.15% |
October 31, 2023 | 89.15% |
September 30, 2023 | 89.15% |
August 31, 2023 | 89.15% |
July 31, 2023 | 89.15% |
June 30, 2023 | 89.15% |
May 31, 2023 | 89.15% |
April 30, 2023 | 89.15% |
March 31, 2023 | 89.15% |
February 28, 2023 | 89.15% |
January 31, 2023 | 89.15% |
December 31, 2022 | 89.15% |
November 30, 2022 | 89.15% |
October 31, 2022 | 89.15% |
September 30, 2022 | 89.15% |
August 31, 2022 | 89.15% |
July 31, 2022 | 89.15% |
June 30, 2022 | 89.15% |
May 31, 2022 | 89.15% |
April 30, 2022 | 89.15% |
March 31, 2022 | 89.15% |
February 28, 2022 | 89.15% |
Date | Value |
---|---|
January 31, 2022 | 89.15% |
December 31, 2021 | 89.15% |
November 30, 2021 | 89.15% |
October 31, 2021 | 89.15% |
September 30, 2021 | 89.15% |
August 31, 2021 | 89.15% |
July 31, 2021 | 89.15% |
June 30, 2021 | 89.15% |
May 31, 2021 | 89.15% |
April 30, 2021 | 89.15% |
March 31, 2021 | 89.15% |
February 28, 2021 | 89.15% |
January 31, 2021 | 89.15% |
December 31, 2020 | 89.15% |
November 30, 2020 | 89.15% |
October 31, 2020 | 89.15% |
September 30, 2020 | 89.15% |
August 31, 2020 | 89.15% |
July 31, 2020 | 89.15% |
June 30, 2020 | 89.15% |
May 31, 2020 | 89.15% |
April 30, 2020 | 89.15% |
March 31, 2020 | 89.15% |
February 29, 2020 | 88.41% |
January 31, 2020 | 88.41% |
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
88.41%
Minimum
Mar 2019
89.15%
Maximum
Mar 2020
89.00%
Average
89.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cleveland-Cliffs Inc | 75.30% |
Inno Holdings Inc | -- |
Nucor Corp | 57.19% |
Steel Dynamics Inc | 68.46% |
Commercial Metals Co | 53.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.90 |
Beta (5Y) | 2.023 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.69% |
Historical Sharpe Ratio (5Y) | 0.2254 |
Historical Sortino (5Y) | 0.468 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.65% |