RPM International Inc (RPM)

125.29 -0.11 (-0.09%) USD  |  NYSE  |  Dec 20, 16:00
125.35 +0.06 (+0.05%) After-Hours: 20:00
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RPM International Max Drawdown (5Y): 38.72% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Sherwin-Williams Co 42.46%
Axalta Coating Systems Ltd 63.60%
Friedman Industries Inc 65.08%
Solitario Resources Corp 83.21%
Paramount Gold Nevada Corp 82.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.1727
Beta (5Y) 0.9985
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.71%
Historical Sharpe Ratio (5Y) 0.4928
Historical Sortino (5Y) 0.8715
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.25%