Ryerson Holding Corp (RYI)
24.78
+0.39
(+1.60%)
USD |
NYSE |
Nov 21, 16:00
24.82
+0.04
(+0.14%)
After-Hours: 20:00
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 | 81.24% |
| December 31, 2020 | 81.24% |
| 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
Feb 2021
81.24%
Maximum
Nov 2019
80.08%
Average
79.69%
Median
Feb 2021
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% |