TX Rail Products Inc (TXRP)

0.19 -0.06 (-23.69%) USD  |  OTCM  |  Dec 20, 16:00
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TX Rail Products Max Drawdown (5Y): 94.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Beacon Roofing Supply Inc 81.98%
Pool Corp 50.53%
Dnow Inc 82.69%
DXP Enterprises Inc 77.36%
Distribution Solutions Group Inc 58.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 123.15
Beta (5Y) -1.283
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 172.4%
Historical Sharpe Ratio (5Y) 0.6149
Historical Sortino (5Y) 2.514
Monthly Value at Risk (VaR) 5% (5Y Lookback) 32.18%