RM2 International Inc (RMTO)
0.055
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
RM2 International Max Drawdown (5Y): 98.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.35% |
| September 30, 2024 | 98.04% |
| August 31, 2024 | 98.54% |
| July 31, 2024 | 98.54% |
| June 30, 2024 | 98.94% |
| May 31, 2024 | 99.04% |
| April 30, 2024 | 99.05% |
| March 31, 2024 | 99.05% |
| February 29, 2024 | 99.05% |
| January 31, 2024 | 99.05% |
| December 31, 2023 | 99.05% |
| November 30, 2023 | 99.05% |
| October 31, 2023 | 99.05% |
| September 30, 2023 | 99.05% |
| August 31, 2023 | 99.05% |
| July 31, 2023 | 99.05% |
| June 30, 2023 | 99.05% |
| May 31, 2023 | 99.05% |
| April 30, 2023 | 99.05% |
| March 31, 2023 | 99.05% |
| February 28, 2023 | 99.05% |
| January 31, 2023 | 99.05% |
| December 31, 2022 | 99.05% |
| November 30, 2022 | 99.05% |
| October 31, 2022 | 99.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.05% |
| August 31, 2022 | 99.05% |
| July 31, 2022 | 99.05% |
| June 30, 2022 | 99.05% |
| May 31, 2022 | 99.05% |
| April 30, 2022 | 99.05% |
| March 31, 2022 | 99.05% |
| February 28, 2022 | 99.05% |
| January 31, 2022 | 99.05% |
| December 31, 2021 | 99.05% |
| November 30, 2021 | 99.05% |
| October 31, 2021 | 99.05% |
| September 30, 2021 | 99.05% |
| August 31, 2021 | 99.05% |
| July 31, 2021 | 99.05% |
| June 30, 2021 | 99.05% |
| May 31, 2021 | 99.05% |
| April 30, 2021 | 99.05% |
| March 31, 2021 | 99.05% |
| February 28, 2021 | 99.05% |
| January 31, 2021 | 99.05% |
| December 31, 2020 | 99.05% |
| November 30, 2020 | 99.05% |
| October 31, 2020 | 99.05% |
| September 30, 2020 | 99.05% |
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
98.04%
Minimum
Sep 2024
99.05%
Maximum
Nov 2019
99.00%
Average
99.05%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Kennametal Inc | 69.26% |
| Proto Labs Inc | 91.22% |
| Liquidmetal Technologies Inc | 83.35% |
| Paul Mueller Co | 55.00% |
| ATI Inc | 85.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.66 |
| Beta (5Y) | 0.4032 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 158.2% |
| Historical Sharpe Ratio (5Y) | -0.1546 |
| Historical Sortino (5Y) | -0.4527 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.52% |