Richelieu Hardware Ltd (RCH.TO)
39.52
+0.38
(+0.97%)
CAD |
TSX |
May 02, 16:00
Richelieu Hardware Max Drawdown (5Y): 39.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 39.17% |
| March 31, 2024 | 40.38% |
| February 29, 2024 | 41.96% |
| January 31, 2024 | 41.96% |
| December 31, 2023 | 41.96% |
| November 30, 2023 | 41.96% |
| October 31, 2023 | 41.96% |
| September 30, 2023 | 41.96% |
| August 31, 2023 | 41.96% |
| July 31, 2023 | 41.96% |
| June 30, 2023 | 41.96% |
| May 31, 2023 | 41.96% |
| April 30, 2023 | 41.96% |
| March 31, 2023 | 41.96% |
| February 28, 2023 | 41.96% |
| January 31, 2023 | 41.96% |
| December 31, 2022 | 41.96% |
| November 30, 2022 | 41.96% |
| October 31, 2022 | 41.96% |
| September 30, 2022 | 41.96% |
| August 31, 2022 | 41.96% |
| July 31, 2022 | 41.96% |
| June 30, 2022 | 41.96% |
| May 31, 2022 | 41.96% |
| April 30, 2022 | 41.96% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.96% |
| February 28, 2022 | 41.96% |
| January 31, 2022 | 41.96% |
| December 31, 2021 | 41.96% |
| November 30, 2021 | 41.96% |
| October 31, 2021 | 41.96% |
| September 30, 2021 | 41.96% |
| August 31, 2021 | 41.96% |
| July 31, 2021 | 41.96% |
| June 30, 2021 | 41.96% |
| May 31, 2021 | 41.96% |
| April 30, 2021 | 41.96% |
| March 31, 2021 | 41.96% |
| February 28, 2021 | 41.96% |
| January 31, 2021 | 41.96% |
| December 31, 2020 | 41.96% |
| November 30, 2020 | 41.96% |
| October 31, 2020 | 41.96% |
| September 30, 2020 | 41.96% |
| August 31, 2020 | 41.96% |
| July 31, 2020 | 41.96% |
| June 30, 2020 | 41.96% |
| May 31, 2020 | 41.96% |
| April 30, 2020 | 41.96% |
| March 31, 2020 | 41.96% |
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
39.17%
Minimum
Apr 2024
41.96%
Maximum
May 2019
41.89%
Average
41.96%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Dorel Industries Inc | 94.43% |
| Linamar Corp | 70.80% |
| Martinrea International Inc | 66.24% |
| Aether Catalyst Solutions Inc | 93.33% |
| SWMBRD Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.638 |
| Beta (5Y) | 0.9784 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.75% |
| Historical Sharpe Ratio (5Y) | 0.4333 |
| Historical Sortino (5Y) | 0.6872 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.61% |