Rayonier Advanced Materials Inc (RYAM)
3.89
+0.01
(+0.26%)
USD |
NYSE |
Apr 26, 16:00
3.89
0.00 (0.00%)
After-Hours: 20:00
Rayonier Advanced Materials Max Drawdown (5Y): 95.52% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 95.52% |
February 29, 2024 | 95.52% |
January 31, 2024 | 95.52% |
December 31, 2023 | 95.52% |
November 30, 2023 | 95.52% |
October 31, 2023 | 95.52% |
September 30, 2023 | 95.52% |
August 31, 2023 | 95.52% |
July 31, 2023 | 95.52% |
June 30, 2023 | 95.52% |
May 31, 2023 | 95.52% |
April 30, 2023 | 95.52% |
March 31, 2023 | 95.52% |
February 28, 2023 | 95.52% |
January 31, 2023 | 95.52% |
December 31, 2022 | 95.52% |
November 30, 2022 | 95.52% |
October 31, 2022 | 95.52% |
September 30, 2022 | 95.52% |
August 31, 2022 | 95.52% |
July 31, 2022 | 95.52% |
June 30, 2022 | 95.52% |
May 31, 2022 | 95.52% |
April 30, 2022 | 95.52% |
March 31, 2022 | 95.52% |
Date | Value |
---|---|
February 28, 2022 | 95.52% |
January 31, 2022 | 95.52% |
December 31, 2021 | 95.52% |
November 30, 2021 | 95.52% |
October 31, 2021 | 95.52% |
September 30, 2021 | 95.52% |
August 31, 2021 | 95.52% |
July 31, 2021 | 95.52% |
June 30, 2021 | 95.52% |
May 31, 2021 | 95.52% |
April 30, 2021 | 95.52% |
March 31, 2021 | 95.52% |
February 28, 2021 | 95.52% |
January 31, 2021 | 95.52% |
December 31, 2020 | 95.52% |
November 30, 2020 | 95.52% |
October 31, 2020 | 95.52% |
September 30, 2020 | 95.52% |
August 31, 2020 | 95.52% |
July 31, 2020 | 95.52% |
June 30, 2020 | 95.52% |
May 31, 2020 | 95.52% |
April 30, 2020 | 95.52% |
March 31, 2020 | 95.48% |
February 29, 2020 | 90.73% |
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
85.96%
Minimum
Apr 2019
95.52%
Maximum
Apr 2020
94.32%
Average
95.52%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
5E Advanced Materials Inc | -- |
Quaker Houghton | 54.80% |
Minerals Technologies Inc | 65.11% |
Radius Recycling Inc | 68.98% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -60.19 |
Beta (5Y) | 3.028 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 104.3% |
Historical Sharpe Ratio (5Y) | -0.198 |
Historical Sortino (5Y) | -0.4565 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.48% |