Russel Metals Inc (RUS.TO)
39.05
+0.25
(+0.64%)
CAD |
TSX |
Nov 04, 16:00
Russel Metals Max Drawdown (5Y): 60.01% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 60.01% |
| August 31, 2024 | 60.01% |
| July 31, 2024 | 60.01% |
| June 30, 2024 | 60.01% |
| May 31, 2024 | 60.01% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
60.01%
Maximum
Mar 2020
59.85%
Average
60.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ATS Corp | 47.21% |
| Atkinsrealis Group Inc | 68.64% |
| Finning International Inc | 65.63% |
| Ag Growth International Inc | 74.03% |
| Bactech Environmental Corp | 92.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.368 |
| Beta (5Y) | 1.563 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.91% |
| Historical Sharpe Ratio (5Y) | 0.5699 |
| Historical Sortino (5Y) | 0.7152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.03% |