Regal Rexnord Corp (RRX)

155.96 -0.06 (-0.04%) USD  |  NYSE  |  Dec 20, 16:00
159.94 +3.98 (+2.55%) After-Hours: 20:00
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Regal Rexnord Max Drawdown (5Y): 42.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Federal Signal Corp 32.96%
Graham Corp 74.81%
Kadant Inc 51.98%
RBC Bearings Inc 55.06%
Generac Holdings Inc 83.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.790
Beta (5Y) 0.9920
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.24%
Historical Sharpe Ratio (5Y) 0.4195
Historical Sortino (5Y) 0.7273
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.92%