Ryerson Holding Corp (RYI)
24.58
-0.36
(-1.42%)
USD |
NYSE |
Nov 14, 12:14
Ryerson Max Drawdown (5Y): 79.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 79.69% |
September 30, 2024 | 79.69% |
August 31, 2024 | 79.69% |
July 31, 2024 | 79.69% |
June 30, 2024 | 79.69% |
May 31, 2024 | 79.69% |
April 30, 2024 | 79.69% |
March 31, 2024 | 79.69% |
February 29, 2024 | 79.69% |
January 31, 2024 | 79.69% |
December 31, 2023 | 79.69% |
November 30, 2023 | 79.69% |
October 31, 2023 | 79.69% |
September 30, 2023 | 79.69% |
August 31, 2023 | 79.69% |
July 31, 2023 | 79.69% |
June 30, 2023 | 79.69% |
May 31, 2023 | 79.69% |
April 30, 2023 | 79.69% |
March 31, 2023 | 79.69% |
February 28, 2023 | 79.69% |
January 31, 2023 | 79.69% |
December 31, 2022 | 79.69% |
November 30, 2022 | 79.69% |
October 31, 2022 | 79.69% |
Date | Value |
---|---|
September 30, 2022 | 79.69% |
August 31, 2022 | 79.69% |
July 31, 2022 | 79.69% |
June 30, 2022 | 79.69% |
May 31, 2022 | 79.69% |
April 30, 2022 | 79.69% |
March 31, 2022 | 79.69% |
February 28, 2022 | 79.69% |
January 31, 2022 | 79.69% |
December 31, 2021 | 79.69% |
November 30, 2021 | 79.69% |
October 31, 2021 | 79.69% |
September 30, 2021 | 79.69% |
August 31, 2021 | 79.69% |
July 31, 2021 | 79.69% |
June 30, 2021 | 79.69% |
May 31, 2021 | 79.69% |
April 30, 2021 | 79.69% |
March 31, 2021 | 79.69% |
February 28, 2021 | 79.69% |
January 31, 2021 | 79.69% |
December 31, 2020 | 79.69% |
November 30, 2020 | 81.24% |
October 31, 2020 | 81.24% |
September 30, 2020 | 81.24% |
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
79.69%
Minimum
Dec 2020
81.24%
Maximum
Nov 2019
80.03%
Average
79.69%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
L.B. Foster Co | 77.90% |
Global Industrial Co | 55.22% |
Transcat Inc | 47.85% |
Beacon Roofing Supply Inc | 81.98% |
EVI Industries Inc | 83.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4005 |
Beta (5Y) | 1.544 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.17% |
Historical Sharpe Ratio (5Y) | 0.2824 |
Historical Sortino (5Y) | 0.5256 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.64% |