United States Steel Corp (X)
40.45
+2.07
(+5.39%)
USD |
NYSE |
Nov 21, 16:00
40.40
-0.05
(-0.12%)
After-Hours: 20:00
United States Steel Max Drawdown (5Y): 89.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.14% |
| September 30, 2024 | 89.14% |
| August 31, 2024 | 89.14% |
| July 31, 2024 | 89.14% |
| June 30, 2024 | 89.14% |
| May 31, 2024 | 89.14% |
| April 30, 2024 | 89.14% |
| March 31, 2024 | 89.14% |
| February 29, 2024 | 89.14% |
| January 31, 2024 | 89.14% |
| December 31, 2023 | 89.14% |
| November 30, 2023 | 89.14% |
| October 31, 2023 | 89.14% |
| September 30, 2023 | 89.14% |
| August 31, 2023 | 89.14% |
| July 31, 2023 | 89.14% |
| June 30, 2023 | 89.14% |
| May 31, 2023 | 89.14% |
| April 30, 2023 | 89.14% |
| March 31, 2023 | 89.14% |
| February 28, 2023 | 89.14% |
| January 31, 2023 | 89.14% |
| December 31, 2022 | 89.14% |
| November 30, 2022 | 89.14% |
| October 31, 2022 | 89.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.14% |
| August 31, 2022 | 89.14% |
| July 31, 2022 | 89.14% |
| June 30, 2022 | 89.14% |
| May 31, 2022 | 89.14% |
| April 30, 2022 | 89.14% |
| March 31, 2022 | 89.14% |
| February 28, 2022 | 89.14% |
| January 31, 2022 | 89.14% |
| December 31, 2021 | 89.14% |
| November 30, 2021 | 89.14% |
| October 31, 2021 | 89.14% |
| September 30, 2021 | 89.14% |
| August 31, 2021 | 89.14% |
| July 31, 2021 | 89.14% |
| June 30, 2021 | 89.14% |
| May 31, 2021 | 89.14% |
| April 30, 2021 | 89.14% |
| March 31, 2021 | 89.14% |
| February 28, 2021 | 89.14% |
| January 31, 2021 | 89.14% |
| December 31, 2020 | 89.14% |
| November 30, 2020 | 89.14% |
| October 31, 2020 | 89.14% |
| September 30, 2020 | 89.14% |
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
89.10%
Minimum
Nov 2019
89.14%
Maximum
Mar 2020
89.14%
Average
89.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cleveland-Cliffs Inc | 75.30% |
| Steel Dynamics Inc | 68.46% |
| Nucor Corp | 57.19% |
| Inno Holdings Inc | -- |
| Alcoa Corp | 90.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.984 |
| Beta (5Y) | 1.859 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.09% |
| Historical Sharpe Ratio (5Y) | 0.3992 |
| Historical Sortino (5Y) | 0.8189 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.41% |