Richelieu Hardware Ltd (RHUHF)
29.50
+0.77
(+2.68%)
USD |
OTCM |
Jun 27, 16:00
Richelieu Hardware Max Drawdown (5Y): 45.97% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 45.97% |
April 30, 2024 | 45.97% |
March 31, 2024 | 45.97% |
February 29, 2024 | 45.97% |
January 31, 2024 | 45.97% |
December 31, 2023 | 45.97% |
November 30, 2023 | 45.97% |
October 31, 2023 | 45.97% |
September 30, 2023 | 45.97% |
August 31, 2023 | 45.97% |
July 31, 2023 | 45.97% |
June 30, 2023 | 45.97% |
May 31, 2023 | 45.97% |
April 30, 2023 | 45.97% |
March 31, 2023 | 45.97% |
February 28, 2023 | 45.97% |
January 31, 2023 | 45.97% |
December 31, 2022 | 45.97% |
November 30, 2022 | 45.97% |
October 31, 2022 | 45.97% |
September 30, 2022 | 45.97% |
August 31, 2022 | 45.97% |
July 31, 2022 | 45.97% |
June 30, 2022 | 45.97% |
May 31, 2022 | 45.97% |
Date | Value |
---|---|
April 30, 2022 | 45.97% |
March 31, 2022 | 45.97% |
February 28, 2022 | 45.97% |
January 31, 2022 | 45.97% |
December 31, 2021 | 45.97% |
November 30, 2021 | 45.97% |
October 31, 2021 | 45.97% |
September 30, 2021 | 45.97% |
August 31, 2021 | 45.97% |
July 31, 2021 | 45.97% |
June 30, 2021 | 45.97% |
May 31, 2021 | 45.97% |
April 30, 2021 | 45.97% |
March 31, 2021 | 45.97% |
February 28, 2021 | 45.97% |
January 31, 2021 | 45.97% |
December 31, 2020 | 45.97% |
November 30, 2020 | 45.97% |
October 31, 2020 | 45.97% |
September 30, 2020 | 45.97% |
August 31, 2020 | 45.97% |
July 31, 2020 | 45.97% |
June 30, 2020 | 45.97% |
May 31, 2020 | 45.97% |
April 30, 2020 | 45.97% |
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
44.66%
Minimum
Jun 2019
45.97%
Maximum
Mar 2020
45.77%
Average
45.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.485 |
Beta (5Y) | 0.7363 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.82% |
Historical Sharpe Ratio (5Y) | 0.3637 |
Historical Sortino (5Y) | 0.5205 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.05% |