Republic Services Inc (RSG)
214.06
+1.44
(+0.68%)
USD |
NYSE |
Nov 21, 16:00
214.50
+0.44
(+0.21%)
Pre-Market: 07:38
Republic Services Max Drawdown (5Y): 34.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.02% |
| September 30, 2024 | 34.02% |
| August 31, 2024 | 34.02% |
| July 31, 2024 | 34.02% |
| June 30, 2024 | 34.02% |
| May 31, 2024 | 34.02% |
| April 30, 2024 | 34.02% |
| March 31, 2024 | 34.02% |
| February 29, 2024 | 34.02% |
| January 31, 2024 | 34.02% |
| December 31, 2023 | 34.02% |
| November 30, 2023 | 34.02% |
| October 31, 2023 | 34.02% |
| September 30, 2023 | 34.02% |
| August 31, 2023 | 34.02% |
| July 31, 2023 | 34.02% |
| June 30, 2023 | 34.02% |
| May 31, 2023 | 34.02% |
| April 30, 2023 | 34.02% |
| March 31, 2023 | 34.02% |
| February 28, 2023 | 34.02% |
| January 31, 2023 | 34.02% |
| December 31, 2022 | 34.02% |
| November 30, 2022 | 34.02% |
| October 31, 2022 | 34.02% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.02% |
| August 31, 2022 | 34.02% |
| July 31, 2022 | 34.02% |
| June 30, 2022 | 34.02% |
| May 31, 2022 | 34.02% |
| April 30, 2022 | 34.02% |
| March 31, 2022 | 34.02% |
| February 28, 2022 | 34.02% |
| January 31, 2022 | 34.02% |
| December 31, 2021 | 34.02% |
| November 30, 2021 | 34.02% |
| October 31, 2021 | 34.02% |
| September 30, 2021 | 34.02% |
| August 31, 2021 | 34.02% |
| July 31, 2021 | 34.02% |
| June 30, 2021 | 34.02% |
| May 31, 2021 | 34.02% |
| April 30, 2021 | 34.02% |
| March 31, 2021 | 34.02% |
| February 28, 2021 | 34.02% |
| January 31, 2021 | 34.02% |
| December 31, 2020 | 34.02% |
| November 30, 2020 | 34.02% |
| October 31, 2020 | 34.02% |
| September 30, 2020 | 34.02% |
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
10.59%
Minimum
Nov 2019
34.02%
Maximum
Mar 2020
32.46%
Average
34.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Macau Capital Investments Inc | 99.80% |
| Birchtech Corp | 92.90% |
| Casella Waste Systems Inc | 34.96% |
| Perma-Fix Environmental Services Inc | 65.61% |
| Quest Resource Holding Corp | 88.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.182 |
| Beta (5Y) | 0.6966 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.99% |
| Historical Sharpe Ratio (5Y) | 0.8591 |
| Historical Sortino (5Y) | 1.060 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.48% |