Universal Stainless & Alloy Products Inc (USAP)
26.55
-0.19
(-0.71%)
USD |
NASDAQ |
Apr 26, 16:00
26.56
+0.01
(+0.04%)
After-Hours: 20:00
Universal Stainless & Alloy Products Max Drawdown (5Y): 82.45% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 82.45% |
February 29, 2024 | 82.45% |
January 31, 2024 | 82.45% |
December 31, 2023 | 82.45% |
November 30, 2023 | 82.45% |
October 31, 2023 | 82.45% |
September 30, 2023 | 82.45% |
August 31, 2023 | 82.45% |
July 31, 2023 | 82.45% |
June 30, 2023 | 82.45% |
May 31, 2023 | 82.45% |
April 30, 2023 | 82.45% |
March 31, 2023 | 82.45% |
February 28, 2023 | 82.45% |
January 31, 2023 | 82.45% |
December 31, 2022 | 82.45% |
November 30, 2022 | 82.45% |
October 31, 2022 | 82.45% |
September 30, 2022 | 82.45% |
August 31, 2022 | 82.45% |
July 31, 2022 | 82.45% |
June 30, 2022 | 82.45% |
May 31, 2022 | 82.45% |
April 30, 2022 | 82.45% |
March 31, 2022 | 82.45% |
Date | Value |
---|---|
February 28, 2022 | 82.45% |
January 31, 2022 | 82.45% |
December 31, 2021 | 82.45% |
November 30, 2021 | 82.45% |
October 31, 2021 | 82.45% |
September 30, 2021 | 82.45% |
August 31, 2021 | 82.45% |
July 31, 2021 | 82.45% |
June 30, 2021 | 82.45% |
May 31, 2021 | 82.45% |
April 30, 2021 | 82.45% |
March 31, 2021 | 82.45% |
February 28, 2021 | 82.45% |
January 31, 2021 | 82.45% |
December 31, 2020 | 83.89% |
November 30, 2020 | 87.32% |
October 31, 2020 | 87.32% |
September 30, 2020 | 87.32% |
August 31, 2020 | 87.32% |
July 31, 2020 | 87.32% |
June 30, 2020 | 87.32% |
May 31, 2020 | 87.32% |
April 30, 2020 | 87.32% |
March 31, 2020 | 87.32% |
February 29, 2020 | 87.32% |
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
82.45%
Minimum
Jan 2021
87.32%
Maximum
Apr 2019
84.10%
Average
82.45%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Nucor Corp | 57.19% |
Steel Dynamics Inc | 68.46% |
Commercial Metals Co | 53.78% |
Friedman Industries Inc | 65.08% |
Radius Recycling Inc | 68.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.496 |
Beta (5Y) | 1.052 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.39% |
Historical Sharpe Ratio (5Y) | 0.0913 |
Historical Sortino (5Y) | 0.1641 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.79% |