Russel Metals Inc (RUSMF)
30.78
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Russel Metals Max Drawdown (5Y): 65.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.08% |
| September 30, 2024 | 65.08% |
| August 31, 2024 | 65.08% |
| July 31, 2024 | 65.08% |
| June 30, 2024 | 65.08% |
| May 31, 2024 | 65.08% |
| April 30, 2024 | 65.08% |
| March 31, 2024 | 65.08% |
| February 29, 2024 | 65.08% |
| January 31, 2024 | 65.08% |
| December 31, 2023 | 65.08% |
| November 30, 2023 | 65.08% |
| October 31, 2023 | 65.08% |
| September 30, 2023 | 65.08% |
| August 31, 2023 | 65.08% |
| July 31, 2023 | 65.08% |
| June 30, 2023 | 65.08% |
| May 31, 2023 | 65.08% |
| April 30, 2023 | 65.08% |
| March 31, 2023 | 65.08% |
| February 28, 2023 | 65.08% |
| January 31, 2023 | 65.08% |
| December 31, 2022 | 65.08% |
| November 30, 2022 | 65.08% |
| October 31, 2022 | 65.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.08% |
| August 31, 2022 | 65.08% |
| July 31, 2022 | 65.08% |
| June 30, 2022 | 65.08% |
| May 31, 2022 | 65.08% |
| April 30, 2022 | 65.08% |
| March 31, 2022 | 65.08% |
| February 28, 2022 | 65.08% |
| January 31, 2022 | 65.08% |
| December 31, 2021 | 65.08% |
| November 30, 2021 | 65.08% |
| October 31, 2021 | 65.08% |
| September 30, 2021 | 65.08% |
| August 31, 2021 | 65.08% |
| July 31, 2021 | 65.08% |
| June 30, 2021 | 65.08% |
| May 31, 2021 | 65.08% |
| April 30, 2021 | 65.08% |
| March 31, 2021 | 65.08% |
| February 28, 2021 | 65.08% |
| January 31, 2021 | 65.08% |
| December 31, 2020 | 65.08% |
| November 30, 2020 | 65.30% |
| October 31, 2020 | 66.80% |
| September 30, 2020 | 66.80% |
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
65.08%
Minimum
Dec 2020
66.80%
Maximum
Nov 2019
65.43%
Average
65.08%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| L.B. Foster Co | 77.90% |
| Global Industrial Co | 55.22% |
| Transcat Inc | 47.85% |
| Ryerson Holding Corp | 79.69% |
| Li-Cycle Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.173 |
| Beta (5Y) | 1.454 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.68% |
| Historical Sharpe Ratio (5Y) | 0.4253 |
| Historical Sortino (5Y) | 0.565 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.60% |