RM2 International Inc (RMTO)
0.04
0.00 (0.00%)
USD |
OTCM |
Nov 05, 11:56
RM2 International Max Drawdown (5Y): 98.04% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 99.05% |
Date | Value |
---|---|
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% |
August 31, 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
99.02%
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 | 83.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.49 |
Beta (5Y) | 0.3365 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 156.7% |
Historical Sharpe Ratio (5Y) | -0.0376 |
Historical Sortino (5Y) | -0.1184 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.57% |