Radius Recycling Inc (RDUS)
16.97
+0.57
(+3.48%)
USD |
NASDAQ |
Nov 04, 13:26
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 | 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% |
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
Nov 2019
71.77%
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) | -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% |