United States Steel Corp (X)

30.14 -1.58 (-4.98%) USD  |  NYSE  |  Dec 20, 16:00
30.38 +0.24 (+0.80%) Pre-Market: 20:00
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United States Steel Max Drawdown (5Y): 89.14% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Steel Dynamics Inc 68.46%
Cleveland-Cliffs Inc 75.30%
Nucor Corp 57.19%
Inno Holdings Inc --
Century Aluminum Co 87.51%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.6789
Beta (5Y) 1.831
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 64.30%
Historical Sharpe Ratio (5Y) 0.3697
Historical Sortino (5Y) 0.7447
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.39%