RBC Bearings Inc (RBC)
287.12
+2.10
(+0.74%)
USD |
NYSE |
Nov 05, 11:25
RBC Bearings Max Drawdown (5Y): 55.06% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 55.06% |
| August 31, 2024 | 55.06% |
| July 31, 2024 | 55.06% |
| June 30, 2024 | 55.06% |
| May 31, 2024 | 55.06% |
| April 30, 2024 | 55.06% |
| March 31, 2024 | 55.06% |
| February 29, 2024 | 55.06% |
| January 31, 2024 | 55.06% |
| December 31, 2023 | 55.06% |
| November 30, 2023 | 55.06% |
| October 31, 2023 | 55.06% |
| September 30, 2023 | 55.06% |
| August 31, 2023 | 55.06% |
| July 31, 2023 | 55.06% |
| June 30, 2023 | 55.06% |
| May 31, 2023 | 55.06% |
| April 30, 2023 | 55.06% |
| March 31, 2023 | 55.06% |
| February 28, 2023 | 55.06% |
| January 31, 2023 | 55.06% |
| December 31, 2022 | 55.06% |
| November 30, 2022 | 55.06% |
| October 31, 2022 | 55.06% |
| September 30, 2022 | 55.06% |
| Date | Value |
|---|---|
| August 31, 2022 | 55.06% |
| July 31, 2022 | 55.06% |
| June 30, 2022 | 55.06% |
| May 31, 2022 | 55.06% |
| April 30, 2022 | 55.06% |
| March 31, 2022 | 55.06% |
| February 28, 2022 | 55.06% |
| January 31, 2022 | 55.06% |
| December 31, 2021 | 55.06% |
| November 30, 2021 | 55.06% |
| October 31, 2021 | 55.06% |
| September 30, 2021 | 55.06% |
| August 31, 2021 | 55.06% |
| July 31, 2021 | 55.06% |
| June 30, 2021 | 55.06% |
| May 31, 2021 | 55.06% |
| April 30, 2021 | 55.06% |
| March 31, 2021 | 55.06% |
| February 28, 2021 | 55.06% |
| January 31, 2021 | 55.06% |
| December 31, 2020 | 55.06% |
| November 30, 2020 | 55.06% |
| October 31, 2020 | 55.06% |
| September 30, 2020 | 55.06% |
| August 31, 2020 | 55.06% |
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
28.48%
Minimum
Nov 2019
55.06%
Maximum
Mar 2020
53.26%
Average
55.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Regal Rexnord Corp | 42.32% |
| The Timken Co | 58.26% |
| Flowserve Corp | 64.82% |
| Parker Hannifin Corp | 54.68% |
| Graham Corp | 74.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.36 |
| Beta (5Y) | 1.505 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.02% |
| Historical Sharpe Ratio (5Y) | 0.2619 |
| Historical Sortino (5Y) | 0.4001 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.49% |