LiveRamp Holdings Inc (RAMP)
32.56
+0.08
(+0.25%)
USD |
NYSE |
May 03, 16:00
32.55
-0.01
(-0.03%)
After-Hours: 20:00
LiveRamp Holdings Max Drawdown (5Y): 81.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.83% |
| March 31, 2024 | 81.83% |
| February 29, 2024 | 81.83% |
| January 31, 2024 | 81.83% |
| December 31, 2023 | 81.83% |
| November 30, 2023 | 81.83% |
| October 31, 2023 | 81.83% |
| September 30, 2023 | 81.83% |
| August 31, 2023 | 81.83% |
| July 31, 2023 | 81.83% |
| June 30, 2023 | 81.83% |
| May 31, 2023 | 81.83% |
| April 30, 2023 | 81.83% |
| March 31, 2023 | 81.83% |
| February 28, 2023 | 81.83% |
| January 31, 2023 | 81.83% |
| December 31, 2022 | 81.83% |
| November 30, 2022 | 81.83% |
| October 31, 2022 | 79.92% |
| September 30, 2022 | 78.87% |
| August 31, 2022 | 76.91% |
| July 31, 2022 | 73.23% |
| June 30, 2022 | 73.23% |
| May 31, 2022 | 73.23% |
| April 30, 2022 | 63.56% |
| Date | Value |
|---|---|
| March 31, 2022 | 60.63% |
| February 28, 2022 | 57.75% |
| January 31, 2022 | 57.75% |
| December 31, 2021 | 57.75% |
| November 30, 2021 | 57.75% |
| October 31, 2021 | 57.75% |
| September 30, 2021 | 57.75% |
| August 31, 2021 | 57.75% |
| July 31, 2021 | 57.75% |
| June 30, 2021 | 57.75% |
| May 31, 2021 | 57.75% |
| April 30, 2021 | 57.75% |
| March 31, 2021 | 57.75% |
| February 28, 2021 | 57.75% |
| January 31, 2021 | 57.75% |
| December 31, 2020 | 57.75% |
| November 30, 2020 | 57.75% |
| October 31, 2020 | 57.75% |
| September 30, 2020 | 57.75% |
| August 31, 2020 | 57.75% |
| July 31, 2020 | 57.75% |
| June 30, 2020 | 57.75% |
| May 31, 2020 | 57.75% |
| April 30, 2020 | 57.75% |
| March 31, 2020 | 57.75% |
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
57.75%
Minimum
Mar 2020
81.83%
Maximum
Nov 2022
67.10%
Average
58.77%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Innodata Inc | 74.44% |
| NCR Voyix Corp | 76.25% |
| Pegasystems Inc | 79.20% |
| Agent Information Software Inc | 68.13% |
| Zvelo Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.43 |
| Beta (5Y) | 0.9988 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.77% |
| Historical Sharpe Ratio (5Y) | -0.2844 |
| Historical Sortino (5Y) | -0.524 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.67% |