Russel Metals Inc (RUS.TO)
39.24
+0.72
(+1.87%)
CAD |
TSX |
May 06, 15:47
Russel Metals Max Drawdown (5Y): 60.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.01% |
| March 31, 2024 | 60.01% |
| February 29, 2024 | 60.01% |
| January 31, 2024 | 60.01% |
| December 31, 2023 | 60.01% |
| November 30, 2023 | 60.01% |
| October 31, 2023 | 60.01% |
| September 30, 2023 | 60.01% |
| August 31, 2023 | 60.01% |
| July 31, 2023 | 60.01% |
| June 30, 2023 | 60.01% |
| May 31, 2023 | 60.01% |
| April 30, 2023 | 60.01% |
| March 31, 2023 | 60.01% |
| February 28, 2023 | 60.01% |
| January 31, 2023 | 60.01% |
| December 31, 2022 | 60.01% |
| November 30, 2022 | 60.01% |
| October 31, 2022 | 60.01% |
| September 30, 2022 | 60.01% |
| August 31, 2022 | 60.01% |
| July 31, 2022 | 60.01% |
| June 30, 2022 | 60.01% |
| May 31, 2022 | 60.01% |
| April 30, 2022 | 60.01% |
| Date | Value |
|---|---|
| March 31, 2022 | 60.01% |
| February 28, 2022 | 60.01% |
| January 31, 2022 | 60.01% |
| December 31, 2021 | 60.01% |
| November 30, 2021 | 60.01% |
| October 31, 2021 | 60.01% |
| September 30, 2021 | 60.01% |
| August 31, 2021 | 60.01% |
| July 31, 2021 | 60.01% |
| June 30, 2021 | 60.01% |
| May 31, 2021 | 60.01% |
| April 30, 2021 | 60.01% |
| March 31, 2021 | 60.01% |
| February 28, 2021 | 60.01% |
| January 31, 2021 | 60.01% |
| December 31, 2020 | 60.01% |
| November 30, 2020 | 60.01% |
| October 31, 2020 | 60.01% |
| September 30, 2020 | 60.01% |
| August 31, 2020 | 60.01% |
| July 31, 2020 | 60.01% |
| June 30, 2020 | 60.01% |
| May 31, 2020 | 60.01% |
| April 30, 2020 | 60.01% |
| March 31, 2020 | 60.01% |
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
57.64%
Minimum
May 2019
60.01%
Maximum
Mar 2020
59.61%
Average
60.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Secure Energy Services Inc | 93.74% |
| Bactech Environmental Corp | 96.43% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 98.70% |
| Newlox Gold Ventures Corp | 85.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.579 |
| Beta (5Y) | 1.617 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.39% |
| Historical Sharpe Ratio (5Y) | 0.4582 |
| Historical Sortino (5Y) | 0.5834 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.80% |