Steel Dynamics Inc (STLD)
148.21
+1.22
(+0.83%)
USD |
NASDAQ |
Mar 28, 16:00
148.97
+0.76
(+0.51%)
Pre-Market: 20:00
Steel Dynamics Max Drawdown (5Y): 68.46% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 68.46% |
January 31, 2024 | 68.46% |
December 31, 2023 | 68.46% |
November 30, 2023 | 68.46% |
October 31, 2023 | 68.46% |
September 30, 2023 | 68.46% |
August 31, 2023 | 68.46% |
July 31, 2023 | 68.46% |
June 30, 2023 | 68.46% |
May 31, 2023 | 68.46% |
April 30, 2023 | 68.46% |
March 31, 2023 | 68.46% |
February 28, 2023 | 68.46% |
January 31, 2023 | 68.46% |
December 31, 2022 | 68.46% |
November 30, 2022 | 68.46% |
October 31, 2022 | 68.46% |
September 30, 2022 | 68.46% |
August 31, 2022 | 68.46% |
July 31, 2022 | 68.46% |
June 30, 2022 | 68.46% |
May 31, 2022 | 68.46% |
April 30, 2022 | 68.46% |
March 31, 2022 | 68.46% |
February 28, 2022 | 68.46% |
Date | Value |
---|---|
January 31, 2022 | 68.46% |
December 31, 2021 | 68.46% |
November 30, 2021 | 68.46% |
October 31, 2021 | 68.46% |
September 30, 2021 | 68.46% |
August 31, 2021 | 68.46% |
July 31, 2021 | 68.46% |
June 30, 2021 | 68.46% |
May 31, 2021 | 68.46% |
April 30, 2021 | 68.46% |
March 31, 2021 | 68.46% |
February 28, 2021 | 68.46% |
January 31, 2021 | 68.46% |
December 31, 2020 | 68.46% |
November 30, 2020 | 68.46% |
October 31, 2020 | 68.46% |
September 30, 2020 | 68.46% |
August 31, 2020 | 68.46% |
July 31, 2020 | 68.46% |
June 30, 2020 | 68.46% |
May 31, 2020 | 68.46% |
April 30, 2020 | 68.46% |
March 31, 2020 | 68.46% |
February 29, 2020 | 50.00% |
January 31, 2020 | 50.00% |
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
43.00%
Minimum
Mar 2019
68.46%
Maximum
Mar 2020
64.54%
Average
68.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Nucor Corp | 57.19% |
Universal Stainless & Alloy Products Inc | 82.45% |
Commercial Metals Co | 53.78% |
Reliance Inc | 40.79% |
Friedman Industries Inc | 65.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.16 |
Beta (5Y) | 1.408 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.82% |
Historical Sharpe Ratio (5Y) | 0.7223 |
Historical Sortino (5Y) | 1.235 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.15% |