Ryerson Holding Corp (RYI)

19.08 +0.16 (+0.85%) USD  |  NYSE  |  Dec 24, 16:00
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Ryerson Max Drawdown (5Y): 79.69% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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L.B. Foster Co 81.28%
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) -2.081
Beta (5Y) 1.544
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 69.29%
Historical Sharpe Ratio (5Y) 0.2675
Historical Sortino (5Y) 0.4938
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.64%