RB Global Inc (RBA)
73.50
+0.68
(+0.93%)
USD |
NYSE |
Apr 23, 10:11
RB Global Max Drawdown (5Y): 38.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.97% |
| February 29, 2024 | 38.97% |
| January 31, 2024 | 38.97% |
| December 31, 2023 | 38.97% |
| November 30, 2023 | 38.97% |
| October 31, 2023 | 38.97% |
| September 30, 2023 | 38.97% |
| August 31, 2023 | 38.97% |
| July 31, 2023 | 38.97% |
| June 30, 2023 | 38.97% |
| May 31, 2023 | 38.97% |
| April 30, 2023 | 38.97% |
| March 31, 2023 | 38.97% |
| February 28, 2023 | 38.97% |
| January 31, 2023 | 38.97% |
| December 31, 2022 | 38.97% |
| November 30, 2022 | 38.97% |
| October 31, 2022 | 38.97% |
| September 30, 2022 | 38.97% |
| August 31, 2022 | 38.97% |
| July 31, 2022 | 38.97% |
| June 30, 2022 | 38.97% |
| May 31, 2022 | 38.97% |
| April 30, 2022 | 38.97% |
| March 31, 2022 | 38.97% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.97% |
| January 31, 2022 | 38.97% |
| December 31, 2021 | 38.97% |
| November 30, 2021 | 38.97% |
| October 31, 2021 | 38.97% |
| September 30, 2021 | 38.97% |
| August 31, 2021 | 38.97% |
| July 31, 2021 | 38.97% |
| June 30, 2021 | 38.97% |
| May 31, 2021 | 38.97% |
| April 30, 2021 | 38.97% |
| March 31, 2021 | 38.97% |
| February 28, 2021 | 38.97% |
| January 31, 2021 | 38.97% |
| December 31, 2020 | 38.97% |
| November 30, 2020 | 38.97% |
| October 31, 2020 | 38.97% |
| September 30, 2020 | 38.97% |
| August 31, 2020 | 38.97% |
| July 31, 2020 | 38.97% |
| June 30, 2020 | 38.97% |
| May 31, 2020 | 38.97% |
| April 30, 2020 | 38.97% |
| March 31, 2020 | 38.97% |
| February 29, 2020 | 35.90% |
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
35.90%
Minimum
Apr 2019
38.97%
Maximum
Mar 2020
38.41%
Average
38.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CBIZ Inc | 39.40% |
| Viad Corp | 83.28% |
| Quest Patent Research Corp | 97.19% |
| First Advantage Corp | -- |
| Avalon Holdings Corp | 88.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.682 |
| Beta (5Y) | 0.8692 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.34% |
| Historical Sharpe Ratio (5Y) | 0.5101 |
| Historical Sortino (5Y) | 0.9004 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.20% |