RM2 International Inc (RMTO)
0.30
+0.04
(+14.50%)
USD |
OTCM |
May 03, 16:00
RM2 International Max Drawdown (5Y): 99.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.05% |
March 31, 2024 | 99.05% |
February 29, 2024 | 99.05% |
January 31, 2024 | 99.05% |
December 31, 2023 | 99.05% |
November 30, 2023 | 99.05% |
October 31, 2023 | 99.05% |
September 30, 2023 | 99.05% |
August 31, 2023 | 99.05% |
July 31, 2023 | 99.05% |
June 30, 2023 | 99.05% |
May 31, 2023 | 99.05% |
April 30, 2023 | 99.05% |
March 31, 2023 | 99.05% |
February 28, 2023 | 99.05% |
January 31, 2023 | 99.05% |
December 31, 2022 | 99.05% |
November 30, 2022 | 99.05% |
October 31, 2022 | 99.05% |
September 30, 2022 | 99.05% |
August 31, 2022 | 99.05% |
July 31, 2022 | 99.05% |
June 30, 2022 | 99.05% |
May 31, 2022 | 99.05% |
April 30, 2022 | 99.05% |
Date | Value |
---|---|
March 31, 2022 | 99.05% |
February 28, 2022 | 99.05% |
January 31, 2022 | 99.05% |
December 31, 2021 | 99.05% |
November 30, 2021 | 99.05% |
October 31, 2021 | 99.05% |
September 30, 2021 | 99.05% |
August 31, 2021 | 99.05% |
July 31, 2021 | 99.05% |
June 30, 2021 | 99.05% |
May 31, 2021 | 99.05% |
April 30, 2021 | 99.05% |
March 31, 2021 | 99.05% |
February 28, 2021 | 99.05% |
January 31, 2021 | 99.05% |
December 31, 2020 | 99.05% |
November 30, 2020 | 99.05% |
October 31, 2020 | 99.05% |
September 30, 2020 | 99.05% |
August 31, 2020 | 99.05% |
July 31, 2020 | 99.05% |
June 30, 2020 | 99.05% |
May 31, 2020 | 99.05% |
April 30, 2020 | 99.05% |
March 31, 2020 | 99.05% |
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
98.05%
Minimum
May 2019
99.05%
Maximum
Jul 2019
99.02%
Average
99.05%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
Kennametal Inc | 69.26% |
Proto Labs Inc | 91.22% |
Liquidmetal Technologies Inc | 83.35% |
Paul Mueller Co | 56.74% |
ATI Inc | 83.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.21 |
Beta (5Y) | 0.527 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 154.3% |
Historical Sharpe Ratio (5Y) | -0.1383 |
Historical Sortino (5Y) | -0.4091 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.52% |