Sturm Ruger & Co Inc (RGR)
44.44
+1.07
(+2.47%)
USD |
NYSE |
May 31, 16:00
44.44
0.00 (0.00%)
After-Hours: 20:00
Sturm Ruger Max Drawdown (5Y): 44.18% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 44.18% |
April 30, 2024 | 44.18% |
March 31, 2024 | 44.18% |
February 29, 2024 | 43.86% |
January 31, 2024 | 43.34% |
December 31, 2023 | 43.34% |
November 30, 2023 | 43.34% |
October 31, 2023 | 43.34% |
September 30, 2023 | 43.34% |
August 31, 2023 | 43.34% |
July 31, 2023 | 43.34% |
June 30, 2023 | 43.34% |
May 31, 2023 | 43.34% |
April 30, 2023 | 43.34% |
March 31, 2023 | 43.34% |
February 28, 2023 | 43.34% |
January 31, 2023 | 43.34% |
December 31, 2022 | 43.34% |
November 30, 2022 | 43.97% |
October 31, 2022 | 43.97% |
September 30, 2022 | 43.97% |
August 31, 2022 | 43.97% |
July 31, 2022 | 43.97% |
June 30, 2022 | 43.97% |
May 31, 2022 | 43.97% |
Date | Value |
---|---|
April 30, 2022 | 43.97% |
March 31, 2022 | 43.97% |
February 28, 2022 | 43.97% |
January 31, 2022 | 43.97% |
December 31, 2021 | 43.97% |
November 30, 2021 | 43.97% |
October 31, 2021 | 43.97% |
September 30, 2021 | 43.97% |
August 31, 2021 | 43.97% |
July 31, 2021 | 43.97% |
June 30, 2021 | 43.97% |
May 31, 2021 | 43.97% |
April 30, 2021 | 43.97% |
March 31, 2021 | 43.97% |
February 28, 2021 | 43.97% |
January 31, 2021 | 43.97% |
December 31, 2020 | 43.97% |
November 30, 2020 | 43.97% |
October 31, 2020 | 43.97% |
September 30, 2020 | 43.97% |
August 31, 2020 | 43.97% |
July 31, 2020 | 43.97% |
June 30, 2020 | 43.97% |
May 31, 2020 | 43.97% |
April 30, 2020 | 43.97% |
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
43.34%
Minimum
Dec 2022
58.67%
Maximum
Jun 2019
45.15%
Average
43.97%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
V2X Inc | 50.21% |
Curtiss-Wright Corp | 48.73% |
VSE Corp | 76.09% |
Conrad Industries Inc | 73.37% |
Cadre Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.974 |
Beta (5Y) | 0.2565 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.98% |
Historical Sharpe Ratio (5Y) | 0.0514 |
Historical Sortino (5Y) | 0.0734 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.79% |