Sturm Ruger & Co Inc (RGR)
46.74
+0.62
(+1.34%)
USD |
NYSE |
Apr 19, 15:30
Sturm Ruger Max Drawdown (5Y): 44.18% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 43.97% |
| July 31, 2020 | 43.97% |
| June 30, 2020 | 43.97% |
| May 31, 2020 | 43.97% |
| April 30, 2020 | 43.97% |
| March 31, 2020 | 43.97% |
| February 29, 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
58.67%
Maximum
Apr 2019
45.63%
Average
43.97%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
| V2X Inc | 50.21% |
| Smith & Wesson Brands Inc | 81.49% |
| Curtiss-Wright Corp | 48.73% |
| VSE Corp | 76.09% |
| Cadre Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.065 |
| Beta (5Y) | 0.3213 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.07% |
| Historical Sharpe Ratio (5Y) | 0.0376 |
| Historical Sortino (5Y) | 0.053 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.09% |