Steel Dynamics Inc
Provider: Exchange
| Annualised Return | 14.44% |
| Realised Volatility | 40.13% |
| Downside Volatility | 24.64% |
| Max Drawdown | -78.76% |
| Winning months | 58.33% |
| Sharpe Ratio | 0.36 |
| Sortino Ratio | 0.59 |
| Calmar Ratio | 0.18 |
| Viking Ratio | 0.41 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 12.39% | 5.36% | -7.02% | 3.7% | -5.12% | 4.41% | -0.35% | 2.63% | 6.88% | 12.46% | 7.03% | -0.12% | 48.65% |
| 2024 | 2.19% | 10.88% | 11.12% | -12.22% | 2.88% | -2.91% | 2.87% | -10.29% | 5.88% | 3.51% | 11.32% | -21.16% | -1.99% |
| 2023 | 23.48% | 4.53% | -10% | -8.06% | -11.59% | 19% | -2.16% | 0.01% | 0.99% | -0.66% | 11.85% | -0.51% | 22.75% |
| 2022 | -10.55% | 27.13% | 18.69% | 2.78% | -0.43% | -22.13% | 17.73% | 3.65% | -11.69% | 32.56% | 10.51% | -5.67% | 60.14% |
| 2021 | -7.05% | 21.33% | 22.72% | 6.82% | 15.14% | -4.11% | 8.14% | 4.72% | -12.98% | 13% | -9.5% | 4.23% | 71.42% |
| 2020 | -12.22% | -10.88% | -14.3% | 7.68% | 9.44% | -0.79% | 5.06% | 7.7% | -2.2% | 9.95% | 15.03% | 2.53% | 12.46% |
| 2019 | 21.8% | 2% | -4.83% | -10.18% | -20.61% | 21.03% | 4.34% | -14.31% | 11.29% | 1.88% | 11.1% | 1.63% | 16.78% |
| 2018 | 5.26% | 1.87% | -3.97% | 1.33% | 10.31% | -6.66% | 2.48% | -2.89% | -0.77% | -12.37% | -11.11% | -14.12% | -29.02% |
| 2017 | -4.97% | 8.25% | -4.6% | 3.97% | -5.95% | 5.85% | -1.12% | -2.71% | 0.52% | 7.95% | 3.47% | 12.43% | 23.34% |
| 2016 | 2.69% | -0.87% | 24.53% | 11.99% | -2.06% | -0.17% | 9.47% | -8.2% | 2.07% | 9.88% | 29.21% | 0.66% | 103.46% |
| 2015 | -13.68% | 6.93% | 11.08% | 10.1% | -1.45% | -4.43% | -3.31% | -2.75% | -11.1% | 7.51% | -5.85% | 3.55% | -6.83% |
| 2014 | -15.56% | 5.7% | 2.67% | 2.7% | -5.47% | 4.61% | 18.16% | 9.57% | -2.23% | 1.77% | -2.04% | -11.9% | 3.47% |
| 2013 | 10.78% | 0.39% | 4.69% | -5.26% | 2.06% | -2.12% | 4.36% | -1.93% | 10.29% | 7.57% | 1.31% | 7.86% | 46.2% |
| 2012 | 21.29% | -7.15% | -1.15% | -12.11% | -17.53% | 12.18% | 9.98% | -5.28% | -7.12% | 12.46% | 2.22% | 7.06% | 7.81% |
| 2011 | -0.55% | 1.43% | 2.22% | -3.09% | -5.99% | -4.36% | -3.88% | -18.5% | -21.35% | 25.91% | 5.52% | 0.52% | -26.07% |
| 2010 | -14.33% | 7.58% | 7.45% | -10.02% | -6.68% | -9.61% | 8.57% | -4.54% | 3.76% | 3.05% | 9.84% | 15.07% | 5.26% |
| 2009 | -5.01% | -21.37% | 6.6% | 41.32% | 20% | -0.45% | 10.54% | 1.16% | -6.89% | -12.71% | 26.36% | 5.17% | 62.34% |
| 2008 | -12.46% | 11.72% | 13.59% | 5.48% | 3.59% | 8.5% | -18.91% | -21.62% | -30.84% | -30.25% | -30.71% | 36.62% | -61.78% |
| 2007 | 23.87% | -3.75% | 14.88% | 2.57% | 5.85% | -10.31% | 0.05% | 3.46% | 8.01% | 13.96% | -5.47% | 18.7% | 90.66% |