Red Violet Inc (RDVT)
20.39
-1.26
(-5.82%)
USD |
NASDAQ |
May 16, 16:00
20.19
-0.20
(-0.98%)
After-Hours: 20:00
Red Violet Max Drawdown (5Y): 76.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.08% |
March 31, 2024 | 76.08% |
February 29, 2024 | 82.56% |
January 31, 2024 | 84.57% |
December 31, 2023 | 85.67% |
November 30, 2023 | 85.67% |
October 31, 2023 | 85.67% |
September 30, 2023 | 86.34% |
August 31, 2023 | 87.16% |
July 31, 2023 | 88.56% |
June 30, 2023 | 88.56% |
May 31, 2023 | 88.56% |
April 30, 2023 | 88.56% |
March 31, 2023 | 88.56% |
February 28, 2023 | 90.17% |
January 31, 2023 | 90.17% |
December 31, 2022 | 90.17% |
November 30, 2022 | 90.17% |
October 31, 2022 | 90.17% |
September 30, 2022 | 90.17% |
August 31, 2022 | 90.17% |
July 31, 2022 | 90.17% |
June 30, 2022 | 90.17% |
May 31, 2022 | 90.17% |
April 30, 2022 | 90.17% |
Date | Value |
---|---|
March 31, 2022 | 90.17% |
February 28, 2022 | 90.17% |
January 31, 2022 | 90.17% |
December 31, 2021 | 90.17% |
November 30, 2021 | 90.17% |
October 31, 2021 | 90.17% |
September 30, 2021 | 90.17% |
August 31, 2021 | 90.17% |
July 31, 2021 | 90.17% |
June 30, 2021 | 90.17% |
May 31, 2021 | 90.17% |
April 30, 2021 | 90.17% |
March 31, 2021 | 90.17% |
February 28, 2021 | 90.17% |
January 31, 2021 | 90.17% |
December 31, 2020 | 90.17% |
November 30, 2020 | 90.17% |
October 31, 2020 | 90.17% |
September 30, 2020 | 90.17% |
August 31, 2020 | 90.17% |
July 31, 2020 | 90.17% |
June 30, 2020 | 90.17% |
May 31, 2020 | 90.17% |
April 30, 2020 | 90.17% |
March 31, 2020 | 90.17% |
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
76.08%
Minimum
Mar 2024
90.17%
Maximum
May 2019
89.01%
Average
90.17%
Median
May 2019
Max Drawdown (5Y) Benchmarks
ePlus Inc | 56.46% |
Palo Alto Networks Inc | 47.98% |
DecisionPoint Systems Inc | 99.70% |
Upland Software Inc | 95.84% |
Strong Global Entertainment Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.183 |
Beta (5Y) | 1.156 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.30% |
Historical Sharpe Ratio (5Y) | 0.2854 |
Historical Sortino (5Y) | 0.5062 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.29% |