RB Global Inc (RBA.TO)
123.82
-0.61
(-0.49%)
CAD |
TSX |
Nov 07, 16:00
RB Global Max Drawdown (5Y): 33.59% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 33.59% |
August 31, 2024 | 33.59% |
July 31, 2024 | 33.59% |
June 30, 2024 | 33.59% |
May 31, 2024 | 33.59% |
April 30, 2024 | 33.59% |
March 31, 2024 | 33.59% |
February 29, 2024 | 33.59% |
January 31, 2024 | 33.59% |
December 31, 2023 | 33.59% |
November 30, 2023 | 33.59% |
October 31, 2023 | 33.59% |
September 30, 2023 | 33.59% |
August 31, 2023 | 33.59% |
July 31, 2023 | 33.59% |
June 30, 2023 | 33.59% |
May 31, 2023 | 33.59% |
April 30, 2023 | 33.59% |
March 31, 2023 | 33.59% |
February 28, 2023 | 33.59% |
January 31, 2023 | 33.59% |
December 31, 2022 | 33.59% |
November 30, 2022 | 33.59% |
October 31, 2022 | 33.59% |
September 30, 2022 | 33.59% |
Date | Value |
---|---|
August 31, 2022 | 38.27% |
July 31, 2022 | 38.27% |
June 30, 2022 | 38.27% |
May 31, 2022 | 38.27% |
April 30, 2022 | 38.27% |
March 31, 2022 | 38.27% |
February 28, 2022 | 38.27% |
January 31, 2022 | 38.27% |
December 31, 2021 | 38.27% |
November 30, 2021 | 38.27% |
October 31, 2021 | 38.27% |
September 30, 2021 | 38.27% |
August 31, 2021 | 38.27% |
July 31, 2021 | 38.27% |
June 30, 2021 | 38.27% |
May 31, 2021 | 38.27% |
April 30, 2021 | 38.27% |
March 31, 2021 | 38.27% |
February 28, 2021 | 38.27% |
January 31, 2021 | 38.27% |
December 31, 2020 | 38.27% |
November 30, 2020 | 38.27% |
October 31, 2020 | 38.27% |
September 30, 2020 | 38.27% |
August 31, 2020 | 38.27% |
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
33.59%
Minimum
Sep 2022
38.27%
Maximum
Nov 2019
36.29%
Average
38.27%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.77 |
Beta (5Y) | 0.5516 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.03% |
Historical Sharpe Ratio (5Y) | 0.4739 |
Historical Sortino (5Y) | 0.8648 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.76% |