Sturm Ruger & Co Inc (RGR)
40.45
+0.44
(+1.10%)
USD |
NYSE |
Nov 04, 16:00
40.52
+0.07
(+0.17%)
Pre-Market: 20:00
Sturm Ruger Max Drawdown (5Y): 47.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.34% |
| September 30, 2024 | 46.04% |
| August 31, 2024 | 46.04% |
| July 31, 2024 | 45.58% |
| June 30, 2024 | 45.58% |
| May 31, 2024 | 44.18% |
| April 30, 2024 | 44.18% |
| March 31, 2024 | 44.18% |
| February 29, 2024 | 43.86% |
| January 31, 2024 | 43.34% |
| December 31, 2023 | 43.34% |
| November 30, 2023 | 43.34% |
| October 31, 2023 | 43.34% |
| September 30, 2023 | 43.34% |
| August 31, 2023 | 43.34% |
| July 31, 2023 | 43.34% |
| June 30, 2023 | 43.34% |
| May 31, 2023 | 43.34% |
| April 30, 2023 | 43.34% |
| March 31, 2023 | 43.34% |
| February 28, 2023 | 43.34% |
| January 31, 2023 | 43.34% |
| December 31, 2022 | 43.34% |
| November 30, 2022 | 43.97% |
| October 31, 2022 | 43.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.97% |
| August 31, 2022 | 43.97% |
| July 31, 2022 | 43.97% |
| June 30, 2022 | 43.97% |
| May 31, 2022 | 43.97% |
| April 30, 2022 | 43.97% |
| March 31, 2022 | 43.97% |
| February 28, 2022 | 43.97% |
| January 31, 2022 | 43.97% |
| December 31, 2021 | 43.97% |
| November 30, 2021 | 43.97% |
| October 31, 2021 | 43.97% |
| September 30, 2021 | 43.97% |
| August 31, 2021 | 43.97% |
| July 31, 2021 | 43.97% |
| June 30, 2021 | 43.97% |
| May 31, 2021 | 43.97% |
| April 30, 2021 | 43.97% |
| March 31, 2021 | 43.97% |
| February 28, 2021 | 43.97% |
| January 31, 2021 | 43.97% |
| December 31, 2020 | 43.97% |
| November 30, 2020 | 43.97% |
| October 31, 2020 | 43.97% |
| September 30, 2020 | 43.97% |
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
43.34%
Minimum
Dec 2022
50.76%
Maximum
Nov 2019
44.12%
Average
43.97%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
| Arq Inc | 91.19% |
| Builders FirstSource Inc | 62.21% |
| Carlisle Companies Inc | 38.68% |
| Gibraltar Industries Inc | 63.23% |
| VSE Corp | 76.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.666 |
| Beta (5Y) | 0.1667 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.97% |
| Historical Sharpe Ratio (5Y) | 0.0174 |
| Historical Sortino (5Y) | 0.028 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.46% |