Radius Recycling Inc (RDUS)
17.86
+0.31
(+1.77%)
USD |
NASDAQ |
May 03, 16:00
17.87
+0.01
(+0.06%)
After-Hours: 20:00
Radius Recycling Max Drawdown (5Y): 69.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.20% |
| March 31, 2024 | 68.98% |
| February 29, 2024 | 68.98% |
| January 31, 2024 | 68.98% |
| December 31, 2023 | 68.98% |
| November 30, 2023 | 68.98% |
| October 31, 2023 | 68.98% |
| September 30, 2023 | 68.98% |
| August 31, 2023 | 68.98% |
| July 31, 2023 | 68.98% |
| June 30, 2023 | 68.98% |
| May 31, 2023 | 68.98% |
| April 30, 2023 | 68.98% |
| March 31, 2023 | 68.98% |
| February 28, 2023 | 68.98% |
| January 31, 2023 | 68.98% |
| December 31, 2022 | 68.98% |
| November 30, 2022 | 68.98% |
| October 31, 2022 | 68.98% |
| September 30, 2022 | 68.98% |
| August 31, 2022 | 68.98% |
| July 31, 2022 | 68.98% |
| June 30, 2022 | 68.98% |
| May 31, 2022 | 68.98% |
| April 30, 2022 | 68.98% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.98% |
| February 28, 2022 | 68.98% |
| January 31, 2022 | 68.98% |
| December 31, 2021 | 68.98% |
| November 30, 2021 | 68.98% |
| October 31, 2021 | 68.98% |
| September 30, 2021 | 68.98% |
| August 31, 2021 | 68.98% |
| July 31, 2021 | 68.98% |
| June 30, 2021 | 68.98% |
| May 31, 2021 | 68.98% |
| April 30, 2021 | 68.98% |
| March 31, 2021 | 68.98% |
| February 28, 2021 | 68.98% |
| January 31, 2021 | 68.98% |
| December 31, 2020 | 69.37% |
| November 30, 2020 | 76.85% |
| October 31, 2020 | 79.73% |
| September 30, 2020 | 79.73% |
| August 31, 2020 | 79.73% |
| July 31, 2020 | 79.73% |
| June 30, 2020 | 79.73% |
| May 31, 2020 | 79.73% |
| April 30, 2020 | 79.73% |
| March 31, 2020 | 79.73% |
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
68.98%
Minimum
Jan 2021
79.73%
Maximum
May 2019
72.35%
Average
68.98%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Commercial Metals Co | 53.78% |
| Friedman Industries Inc | 65.08% |
| Nucor Corp | 57.19% |
| Steel Dynamics Inc | 68.46% |
| Universal Stainless & Alloy Products Inc | 82.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.53 |
| Beta (5Y) | 1.643 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.28% |
| Historical Sharpe Ratio (5Y) | -0.108 |
| Historical Sortino (5Y) | -0.2014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.90% |