Research Frontiers Inc (REFR)
1.59
0.00 (0.00%)
USD |
NASDAQ |
May 03, 14:06
Research Frontiers Max Drawdown (5Y): 83.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.09% |
| March 31, 2024 | 83.09% |
| February 29, 2024 | 83.09% |
| January 31, 2024 | 83.09% |
| December 31, 2023 | 83.09% |
| November 30, 2023 | 81.62% |
| October 31, 2023 | 81.43% |
| September 30, 2023 | 81.25% |
| August 31, 2023 | 83.40% |
| July 31, 2023 | 83.40% |
| June 30, 2023 | 85.20% |
| May 31, 2023 | 88.41% |
| April 30, 2023 | 89.36% |
| March 31, 2023 | 91.99% |
| February 28, 2023 | 91.99% |
| January 31, 2023 | 91.99% |
| December 31, 2022 | 91.99% |
| November 30, 2022 | 91.99% |
| October 31, 2022 | 91.99% |
| September 30, 2022 | 91.99% |
| August 31, 2022 | 91.99% |
| July 31, 2022 | 91.99% |
| June 30, 2022 | 91.99% |
| May 31, 2022 | 91.99% |
| April 30, 2022 | 91.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 91.99% |
| February 28, 2022 | 91.99% |
| January 31, 2022 | 91.99% |
| December 31, 2021 | 91.99% |
| November 30, 2021 | 91.99% |
| October 31, 2021 | 91.99% |
| September 30, 2021 | 91.99% |
| August 31, 2021 | 91.99% |
| July 31, 2021 | 91.99% |
| June 30, 2021 | 91.99% |
| May 31, 2021 | 91.99% |
| April 30, 2021 | 91.99% |
| March 31, 2021 | 91.99% |
| February 28, 2021 | 91.99% |
| January 31, 2021 | 91.99% |
| December 31, 2020 | 91.99% |
| November 30, 2020 | 91.99% |
| October 31, 2020 | 91.99% |
| September 30, 2020 | 91.99% |
| August 31, 2020 | 91.99% |
| July 31, 2020 | 91.99% |
| June 30, 2020 | 91.99% |
| May 31, 2020 | 91.99% |
| April 30, 2020 | 91.99% |
| March 31, 2020 | 91.99% |
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
81.25%
Minimum
Sep 2023
91.99%
Maximum
May 2019
90.22%
Average
91.99%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Allient Inc | 63.11% |
| Data I/O Corp | 84.25% |
| LGL Group Inc | 73.75% |
| Vuzix Corp | 96.09% |
| M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.81 |
| Beta (5Y) | 0.2178 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.75% |
| Historical Sharpe Ratio (5Y) | -0.2144 |
| Historical Sortino (5Y) | -0.4725 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.78% |