Radius Recycling Inc (RDUS)
20.21
+0.47
(+2.38%)
USD |
NASDAQ |
Nov 22, 16:00
20.20
0.00 (0.00%)
After-Hours: 20:00
Radius Recycling Max Drawdown (5Y): 75.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 75.09% |
September 30, 2024 | 75.09% |
August 31, 2024 | 75.09% |
July 31, 2024 | 74.19% |
June 30, 2024 | 74.19% |
May 31, 2024 | 69.97% |
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% |
Date | Value |
---|---|
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% |
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 | 70.30% |
April 30, 2021 | 70.30% |
March 31, 2021 | 70.30% |
February 28, 2021 | 74.84% |
January 31, 2021 | 77.76% |
December 31, 2020 | 79.73% |
November 30, 2020 | 79.73% |
October 31, 2020 | 79.73% |
September 30, 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
Jun 2021
79.73%
Maximum
Nov 2019
72.30%
Average
68.98%
Median
Jun 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) | -24.99 |
Beta (5Y) | 1.549 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.99% |
Historical Sharpe Ratio (5Y) | -0.10 |
Historical Sortino (5Y) | -0.1946 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.92% |