Ryerson Holding Corp (RYI)
32.01
+0.16
(+0.50%)
USD |
NYSE |
Apr 19, 16:00
32.01
0.00 (0.00%)
After-Hours: 18:01
Ryerson Max Drawdown (5Y): 79.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 81.24% |
| July 31, 2020 | 81.24% |
| June 30, 2020 | 81.24% |
| May 31, 2020 | 81.24% |
| April 30, 2020 | 81.24% |
| March 31, 2020 | 81.24% |
| February 29, 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
Apr 2019
80.21%
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) | 9.255 |
| Beta (5Y) | 1.647 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.27% |
| Historical Sharpe Ratio (5Y) | 0.4441 |
| Historical Sortino (5Y) | 0.8329 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.11% |