TX Rail Products Inc (TXRP)
0.2249
0.00 (0.00%)
USD |
OTCM |
Nov 14, 15:24
TX Rail Products Max Drawdown (5Y): 92.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.71% |
| September 30, 2024 | 92.71% |
| August 31, 2024 | 92.71% |
| July 31, 2024 | 92.71% |
| June 30, 2024 | 92.71% |
| May 31, 2024 | 92.71% |
| April 30, 2024 | 92.71% |
| March 31, 2024 | 92.71% |
| February 29, 2024 | 94.44% |
| January 31, 2024 | 94.44% |
| December 31, 2023 | 94.44% |
| November 30, 2023 | 94.44% |
| October 31, 2023 | 94.44% |
| September 30, 2023 | 94.45% |
| August 31, 2023 | 94.86% |
| July 31, 2023 | 94.86% |
| June 30, 2023 | 94.86% |
| May 31, 2023 | 94.86% |
| April 30, 2023 | 94.86% |
| March 31, 2023 | 94.86% |
| February 28, 2023 | 94.86% |
| January 31, 2023 | 94.86% |
| December 31, 2022 | 94.86% |
| November 30, 2022 | 94.86% |
| October 31, 2022 | 94.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.86% |
| August 31, 2022 | 94.86% |
| July 31, 2022 | 94.86% |
| June 30, 2022 | 94.86% |
| May 31, 2022 | 94.86% |
| April 30, 2022 | 94.86% |
| March 31, 2022 | 94.86% |
| February 28, 2022 | 94.86% |
| January 31, 2022 | 94.86% |
| December 31, 2021 | 94.86% |
| November 30, 2021 | 94.86% |
| October 31, 2021 | 95.71% |
| September 30, 2021 | 97.50% |
| August 31, 2021 | 97.86% |
| July 31, 2021 | 97.86% |
| June 30, 2021 | 97.86% |
| May 31, 2021 | 97.86% |
| April 30, 2021 | 97.86% |
| March 31, 2021 | 97.86% |
| February 28, 2021 | 97.86% |
| January 31, 2021 | 97.86% |
| December 31, 2020 | 97.86% |
| November 30, 2020 | 97.86% |
| October 31, 2020 | 97.86% |
| September 30, 2020 | 97.86% |
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
92.71%
Minimum
Mar 2024
97.86%
Maximum
Nov 2019
95.69%
Average
94.86%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Beacon Roofing Supply Inc | 81.98% |
| Pool Corp | 50.53% |
| Dnow Inc | 82.46% |
| DXP Enterprises Inc | 77.28% |
| Distribution Solutions Group Inc | 58.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 113.73 |
| Beta (5Y) | -1.354 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 172.1% |
| Historical Sharpe Ratio (5Y) | 0.5591 |
| Historical Sortino (5Y) | 2.295 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.18% |