Reliance Inc (RS)

269.02 +4.82 (+1.82%) USD  |  NYSE  |  Dec 20, 16:00
270.06 +1.04 (+0.39%) Pre-Market: 20:00
More

Reliance Max Drawdown (5Y): 40.79% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for RS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Nucor Corp 57.19%
Steel Dynamics Inc 68.46%
Friedman Industries Inc 65.08%
Radius Recycling Inc 75.09%
Universal Stainless & Alloy Products Inc 82.45%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 10.37
Beta (5Y) 0.8694
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.58%
Historical Sharpe Ratio (5Y) 0.7969
Historical Sortino (5Y) 1.221
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.73%