Rubicon Technology Inc (RBCN)
0.73
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Rubicon Technology Max Drawdown (5Y): 86.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.62% |
| March 31, 2024 | 89.24% |
| February 29, 2024 | 91.18% |
| January 31, 2024 | 91.94% |
| December 31, 2023 | 91.94% |
| November 30, 2023 | 92.91% |
| October 31, 2023 | 94.51% |
| September 30, 2023 | 94.91% |
| August 31, 2023 | 94.91% |
| July 31, 2023 | 94.91% |
| June 30, 2023 | 94.91% |
| May 31, 2023 | 94.91% |
| April 30, 2023 | 94.91% |
| March 31, 2023 | 94.91% |
| February 28, 2023 | 95.22% |
| January 31, 2023 | 95.33% |
| December 31, 2022 | 95.33% |
| November 30, 2022 | 95.33% |
| October 31, 2022 | 95.33% |
| September 30, 2022 | 95.33% |
| August 31, 2022 | 95.33% |
| July 31, 2022 | 95.33% |
| June 30, 2022 | 95.33% |
| May 31, 2022 | 95.33% |
| April 30, 2022 | 95.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.33% |
| February 28, 2022 | 95.33% |
| January 31, 2022 | 95.33% |
| December 31, 2021 | 96.20% |
| November 30, 2021 | 96.44% |
| October 31, 2021 | 96.58% |
| September 30, 2021 | 96.74% |
| August 31, 2021 | 96.74% |
| July 31, 2021 | 96.74% |
| June 30, 2021 | 96.74% |
| May 31, 2021 | 96.74% |
| April 30, 2021 | 96.74% |
| March 31, 2021 | 96.74% |
| February 28, 2021 | 96.74% |
| January 31, 2021 | 97.05% |
| December 31, 2020 | 97.05% |
| November 30, 2020 | 97.39% |
| October 31, 2020 | 97.39% |
| September 30, 2020 | 97.39% |
| August 31, 2020 | 97.39% |
| July 31, 2020 | 97.39% |
| June 30, 2020 | 97.39% |
| May 31, 2020 | 97.39% |
| April 30, 2020 | 97.39% |
| March 31, 2020 | 97.39% |
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
86.62%
Minimum
Apr 2024
97.39%
Maximum
May 2019
95.75%
Average
96.51%
Median
Max Drawdown (5Y) Benchmarks
| Amkor Technology Inc | 61.26% |
| AXT Inc | 87.44% |
| Entegris Inc | 59.32% |
| inTest Corp | 77.88% |
| IPG Photonics Corp | 68.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.10 |
| Beta (5Y) | 1.031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.30% |
| Historical Sharpe Ratio (5Y) | -0.0719 |
| Historical Sortino (5Y) | -0.131 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.71% |