Russel Metals, Inc. (RUS.TO)
91.89
-3.32
(-3.49%)
CAD |
TSX |
Oct 05, 16:00
Russel Metals Max Drawdown (5Y) : 31.41% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 31.41% |
| August 31, 2026 | 31.41% |
| July 31, 2026 | 31.41% |
| June 30, 2026 | 31.41% |
| May 31, 2026 | 31.41% |
| April 30, 2026 | 31.41% |
| March 31, 2026 | 31.41% |
| February 28, 2026 | 31.41% |
| January 31, 2026 | 31.41% |
| December 31, 2025 | 31.41% |
| November 30, 2025 | 31.41% |
| October 31, 2025 | 31.53% |
| September 30, 2025 | 33.72% |
| August 31, 2025 | 35.04% |
| July 31, 2025 | 35.04% |
| June 30, 2025 | 39.56% |
| May 31, 2025 | 45.08% |
| April 30, 2025 | 50.58% |
| March 31, 2025 | 54.08% |
| February 28, 2025 | 60.01% |
| January 31, 2025 | 60.01% |
| December 31, 2024 | 60.01% |
| November 30, 2024 | 60.01% |
| October 31, 2024 | 60.01% |
| September 30, 2024 | 60.01% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Taiga Building Products Ltd. | 32.40% |
| Bri-Chem Corp. | 82.05% |
| Doman Building Materials Group Ltd. | 44.21% |
| Finning International, Inc. | 39.09% |
| ADENTRA, Inc. | 52.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.07 |
| Beta (5Y) | 0.9713 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.86% |
| Historical Sharpe Ratio (5Y) | 0.9637 |
| Historical Sortino (5Y) | 1.851 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.42% |