Reliance Inc (RS)
310.20
-2.72
(-0.87%)
USD |
NYSE |
Nov 14, 12:36
Reliance Max Drawdown (5Y): 40.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 40.79% |
| September 30, 2024 | 40.79% |
| August 31, 2024 | 40.79% |
| July 31, 2024 | 40.79% |
| June 30, 2024 | 40.79% |
| May 31, 2024 | 40.79% |
| April 30, 2024 | 40.79% |
| March 31, 2024 | 40.79% |
| February 29, 2024 | 40.79% |
| January 31, 2024 | 40.79% |
| December 31, 2023 | 40.79% |
| November 30, 2023 | 40.79% |
| October 31, 2023 | 40.79% |
| September 30, 2023 | 40.79% |
| August 31, 2023 | 40.79% |
| July 31, 2023 | 40.79% |
| June 30, 2023 | 40.79% |
| May 31, 2023 | 40.79% |
| April 30, 2023 | 40.79% |
| March 31, 2023 | 40.79% |
| February 28, 2023 | 40.79% |
| January 31, 2023 | 40.79% |
| December 31, 2022 | 40.79% |
| November 30, 2022 | 40.79% |
| October 31, 2022 | 40.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.79% |
| August 31, 2022 | 40.79% |
| July 31, 2022 | 40.79% |
| June 30, 2022 | 40.79% |
| May 31, 2022 | 40.79% |
| April 30, 2022 | 40.79% |
| March 31, 2022 | 40.79% |
| February 28, 2022 | 40.79% |
| January 31, 2022 | 40.79% |
| December 31, 2021 | 40.79% |
| November 30, 2021 | 40.79% |
| October 31, 2021 | 40.79% |
| September 30, 2021 | 40.79% |
| August 31, 2021 | 40.79% |
| July 31, 2021 | 40.79% |
| June 30, 2021 | 40.79% |
| May 31, 2021 | 40.79% |
| April 30, 2021 | 40.79% |
| March 31, 2021 | 40.79% |
| February 28, 2021 | 40.79% |
| January 31, 2021 | 40.79% |
| December 31, 2020 | 40.79% |
| November 30, 2020 | 40.79% |
| October 31, 2020 | 40.79% |
| September 30, 2020 | 40.79% |
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
28.75%
Minimum
Dec 2019
40.79%
Maximum
Mar 2020
40.00%
Average
40.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Commercial Metals Co | 53.78% |
| Friedman Industries Inc | 65.08% |
| Radius Recycling Inc | 75.09% |
| Steel Dynamics Inc | 68.46% |
| Universal Stainless & Alloy Products Inc | 82.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.687 |
| Beta (5Y) | 0.8481 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.41% |
| Historical Sharpe Ratio (5Y) | 0.7164 |
| Historical Sortino (5Y) | 1.100 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |