Olympic Steel Inc (ZEUS)
66.85
+0.17
(+0.25%)
USD |
NASDAQ |
Apr 29, 16:00
66.67
-0.18
(-0.27%)
Pre-Market: 20:00
Olympic Steel Max Drawdown (5Y): 74.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 74.28% |
| February 29, 2024 | 74.28% |
| January 31, 2024 | 74.28% |
| December 31, 2023 | 74.28% |
| November 30, 2023 | 74.28% |
| October 31, 2023 | 74.28% |
| September 30, 2023 | 74.28% |
| August 31, 2023 | 74.28% |
| July 31, 2023 | 74.28% |
| June 30, 2023 | 74.28% |
| May 31, 2023 | 74.28% |
| April 30, 2023 | 74.28% |
| March 31, 2023 | 74.28% |
| February 28, 2023 | 74.28% |
| January 31, 2023 | 74.28% |
| December 31, 2022 | 74.28% |
| November 30, 2022 | 74.28% |
| October 31, 2022 | 74.28% |
| September 30, 2022 | 74.28% |
| August 31, 2022 | 74.28% |
| July 31, 2022 | 74.28% |
| June 30, 2022 | 74.28% |
| May 31, 2022 | 74.28% |
| April 30, 2022 | 74.28% |
| March 31, 2022 | 74.28% |
| Date | Value |
|---|---|
| February 28, 2022 | 74.28% |
| January 31, 2022 | 74.28% |
| December 31, 2021 | 74.28% |
| November 30, 2021 | 74.28% |
| October 31, 2021 | 74.28% |
| September 30, 2021 | 74.28% |
| August 31, 2021 | 74.28% |
| July 31, 2021 | 74.28% |
| June 30, 2021 | 74.28% |
| May 31, 2021 | 74.28% |
| April 30, 2021 | 74.28% |
| March 31, 2021 | 74.28% |
| February 28, 2021 | 74.28% |
| January 31, 2021 | 74.28% |
| December 31, 2020 | 74.28% |
| November 30, 2020 | 74.28% |
| October 31, 2020 | 75.80% |
| September 30, 2020 | 75.80% |
| August 31, 2020 | 75.80% |
| July 31, 2020 | 75.80% |
| June 30, 2020 | 75.80% |
| May 31, 2020 | 75.80% |
| April 30, 2020 | 75.80% |
| March 31, 2020 | 75.80% |
| February 29, 2020 | 75.80% |
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
74.28%
Minimum
Nov 2020
75.80%
Maximum
Apr 2019
74.76%
Average
74.28%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Ascent Industries Co | 83.79% |
| Webco Industries Inc | 48.82% |
| Steel Dynamics Inc | 68.46% |
| Cleveland-Cliffs Inc | 75.30% |
| Commercial Metals Co | 53.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.50 |
| Beta (5Y) | 1.643 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.10% |
| Historical Sharpe Ratio (5Y) | 0.5744 |
| Historical Sortino (5Y) | 1.309 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.47% |