REX American Resources Corp (REX)
45.48
-0.06
(-0.12%)
USD |
NYSE |
Nov 22, 15:49
REX American Resources Max Drawdown (5Y): 65.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.51% |
| September 30, 2024 | 65.51% |
| August 31, 2024 | 65.51% |
| July 31, 2024 | 65.51% |
| June 30, 2024 | 65.51% |
| May 31, 2024 | 65.51% |
| April 30, 2024 | 65.51% |
| March 31, 2024 | 65.51% |
| February 29, 2024 | 65.51% |
| January 31, 2024 | 65.51% |
| December 31, 2023 | 65.51% |
| November 30, 2023 | 65.51% |
| October 31, 2023 | 65.51% |
| September 30, 2023 | 65.51% |
| August 31, 2023 | 65.51% |
| July 31, 2023 | 65.51% |
| June 30, 2023 | 65.51% |
| May 31, 2023 | 65.51% |
| April 30, 2023 | 65.51% |
| March 31, 2023 | 65.51% |
| February 28, 2023 | 65.51% |
| January 31, 2023 | 65.51% |
| December 31, 2022 | 65.51% |
| November 30, 2022 | 65.51% |
| October 31, 2022 | 65.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.51% |
| August 31, 2022 | 65.51% |
| July 31, 2022 | 65.51% |
| June 30, 2022 | 65.51% |
| May 31, 2022 | 65.51% |
| April 30, 2022 | 65.51% |
| March 31, 2022 | 65.51% |
| February 28, 2022 | 65.51% |
| January 31, 2022 | 65.51% |
| December 31, 2021 | 65.51% |
| November 30, 2021 | 65.51% |
| October 31, 2021 | 65.51% |
| September 30, 2021 | 65.51% |
| August 31, 2021 | 65.51% |
| July 31, 2021 | 65.51% |
| June 30, 2021 | 65.51% |
| May 31, 2021 | 65.51% |
| April 30, 2021 | 65.51% |
| March 31, 2021 | 65.51% |
| February 28, 2021 | 65.51% |
| January 31, 2021 | 65.51% |
| December 31, 2020 | 65.51% |
| November 30, 2020 | 65.51% |
| October 31, 2020 | 65.51% |
| September 30, 2020 | 65.51% |
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
59.46%
Minimum
Nov 2019
65.51%
Maximum
Mar 2020
65.11%
Average
65.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Gevo Inc | 99.97% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.815 |
| Beta (5Y) | 0.9372 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.22% |
| Historical Sharpe Ratio (5Y) | 0.1961 |
| Historical Sortino (5Y) | 0.3027 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.42% |