Redfin Corp (RDFN)
5.62
+0.44
(+8.49%)
USD |
NASDAQ |
Apr 26, 16:00
5.62
0.00 (0.00%)
After-Hours: 20:00
Redfin Max Drawdown (5Y): 96.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 96.61% |
February 29, 2024 | 96.61% |
January 31, 2024 | 96.61% |
December 31, 2023 | 96.61% |
November 30, 2023 | 96.61% |
October 31, 2023 | 96.61% |
September 30, 2023 | 96.61% |
August 31, 2023 | 96.61% |
July 31, 2023 | 96.61% |
June 30, 2023 | 96.61% |
May 31, 2023 | 96.61% |
April 30, 2023 | 96.61% |
March 31, 2023 | 96.61% |
February 28, 2023 | 96.61% |
January 31, 2023 | 96.61% |
December 31, 2022 | 96.61% |
November 30, 2022 | 96.61% |
October 31, 2022 | 95.93% |
September 30, 2022 | 93.95% |
August 31, 2022 | 92.50% |
July 31, 2022 | 92.50% |
June 30, 2022 | 92.50% |
May 31, 2022 | 90.88% |
April 30, 2022 | 88.46% |
March 31, 2022 | 82.80% |
Date | Value |
---|---|
February 28, 2022 | 77.89% |
January 31, 2022 | 73.27% |
December 31, 2021 | 68.15% |
November 30, 2021 | 68.15% |
October 31, 2021 | 68.15% |
September 30, 2021 | 68.15% |
August 31, 2021 | 68.15% |
July 31, 2021 | 68.15% |
June 30, 2021 | 68.15% |
May 31, 2021 | 68.15% |
April 30, 2021 | 68.15% |
March 31, 2021 | 68.15% |
February 28, 2021 | 68.15% |
January 31, 2021 | 68.15% |
December 31, 2020 | 68.15% |
November 30, 2020 | 68.15% |
October 31, 2020 | 68.15% |
September 30, 2020 | 68.15% |
August 31, 2020 | 68.15% |
July 31, 2020 | 68.15% |
June 30, 2020 | 68.15% |
May 31, 2020 | 68.15% |
April 30, 2020 | 68.15% |
March 31, 2020 | 68.15% |
February 29, 2020 | 55.56% |
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
55.56%
Minimum
Apr 2019
96.61%
Maximum
Nov 2022
77.22%
Average
68.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Opendoor Technologies Inc | -- |
eXp World Holdings Inc | 88.17% |
Compass Inc | -- |
Anywhere Real Estate Inc | 95.05% |
RE/MAX Holdings Inc | 81.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -56.72 |
Beta (5Y) | 2.662 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.12% |
Historical Sharpe Ratio (5Y) | -0.2523 |
Historical Sortino (5Y) | -0.5183 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.66% |