TX Rail Products Inc (TXRP)
0.0749
-0.01
(-6.38%)
USD |
OTCM |
May 16, 16:00
TX Rail Products Max Drawdown (5Y): 92.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 97.86% |
| July 31, 2020 | 97.86% |
| June 30, 2020 | 97.86% |
| May 31, 2020 | 97.86% |
| April 30, 2020 | 97.86% |
| March 31, 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
May 2019
96.20%
Average
95.29%
Median
Max Drawdown (5Y) Benchmarks
| Beacon Roofing Supply Inc | 81.98% |
| Pool Corp | 50.53% |
| DXP Enterprises Inc | 77.28% |
| Distribution Solutions Group Inc | 58.03% |
| Titan Machinery Inc | 70.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 78.96 |
| Beta (5Y) | -1.771 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 168.0% |
| Historical Sharpe Ratio (5Y) | 0.3526 |
| Historical Sortino (5Y) | 1.416 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.67% |