Regal Rexnord Corp (RRX)
168.70
-1.52
(-0.89%)
USD |
NYSE |
Nov 05, 14:48
Regal Rexnord Max Drawdown (5Y): 42.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 42.32% |
September 30, 2024 | 42.32% |
August 31, 2024 | 42.32% |
July 31, 2024 | 42.32% |
June 30, 2024 | 42.32% |
May 31, 2024 | 42.32% |
April 30, 2024 | 42.32% |
March 31, 2024 | 42.32% |
February 29, 2024 | 42.32% |
January 31, 2024 | 42.32% |
December 31, 2023 | 42.32% |
November 30, 2023 | 42.32% |
October 31, 2023 | 40.82% |
September 30, 2023 | 40.82% |
August 31, 2023 | 40.82% |
July 31, 2023 | 40.82% |
June 30, 2023 | 40.82% |
May 31, 2023 | 40.82% |
April 30, 2023 | 40.82% |
March 31, 2023 | 40.82% |
February 28, 2023 | 40.82% |
January 31, 2023 | 40.82% |
December 31, 2022 | 40.82% |
November 30, 2022 | 40.82% |
October 31, 2022 | 40.82% |
Date | Value |
---|---|
September 30, 2022 | 40.82% |
August 31, 2022 | 40.82% |
July 31, 2022 | 40.82% |
June 30, 2022 | 40.82% |
May 31, 2022 | 40.82% |
April 30, 2022 | 40.82% |
March 31, 2022 | 40.82% |
February 28, 2022 | 40.82% |
January 31, 2022 | 40.82% |
December 31, 2021 | 40.82% |
November 30, 2021 | 40.82% |
October 31, 2021 | 40.82% |
September 30, 2021 | 40.82% |
August 31, 2021 | 40.82% |
July 31, 2021 | 40.82% |
June 30, 2021 | 40.82% |
May 31, 2021 | 40.82% |
April 30, 2021 | 40.82% |
March 31, 2021 | 40.82% |
February 28, 2021 | 40.82% |
January 31, 2021 | 40.82% |
December 31, 2020 | 40.82% |
November 30, 2020 | 40.82% |
October 31, 2020 | 40.82% |
September 30, 2020 | 40.82% |
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
39.49%
Minimum
Nov 2019
42.32%
Maximum
Nov 2023
41.03%
Average
40.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
RBC Bearings Inc | 55.06% |
A.O. Smith Corp | 46.84% |
Franklin Electric Co Inc | 32.02% |
Flowserve Corp | 64.82% |
Generac Holdings Inc | 83.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.553 |
Beta (5Y) | 1.008 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.25% |
Historical Sharpe Ratio (5Y) | 0.4593 |
Historical Sortino (5Y) | 0.799 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.92% |