Regis Corp (RGS)
5.51
+0.11
(+2.04%)
USD |
NASDAQ |
May 03, 16:00
5.50
-0.01
(-0.18%)
After-Hours: 20:00
Regis Max Drawdown (5Y): 98.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.86% |
| March 31, 2024 | 98.71% |
| February 29, 2024 | 98.71% |
| January 31, 2024 | 98.71% |
| December 31, 2023 | 98.71% |
| November 30, 2023 | 98.57% |
| October 31, 2023 | 97.72% |
| September 30, 2023 | 97.61% |
| August 31, 2023 | 97.61% |
| July 31, 2023 | 97.61% |
| June 30, 2023 | 97.61% |
| May 31, 2023 | 97.61% |
| April 30, 2023 | 97.61% |
| March 31, 2023 | 97.61% |
| February 28, 2023 | 97.61% |
| January 31, 2023 | 97.61% |
| December 31, 2022 | 97.61% |
| November 30, 2022 | 97.61% |
| October 31, 2022 | 97.61% |
| September 30, 2022 | 97.61% |
| August 31, 2022 | 97.61% |
| July 31, 2022 | 97.61% |
| June 30, 2022 | 97.61% |
| May 31, 2022 | 96.92% |
| April 30, 2022 | 94.14% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.14% |
| February 28, 2022 | 94.14% |
| January 31, 2022 | 94.14% |
| December 31, 2021 | 93.05% |
| November 30, 2021 | 88.32% |
| October 31, 2021 | 88.32% |
| September 30, 2021 | 84.89% |
| August 31, 2021 | 79.90% |
| July 31, 2021 | 79.90% |
| June 30, 2021 | 79.90% |
| May 31, 2021 | 79.90% |
| April 30, 2021 | 79.90% |
| March 31, 2021 | 79.90% |
| February 28, 2021 | 79.90% |
| January 31, 2021 | 79.90% |
| December 31, 2020 | 79.90% |
| November 30, 2020 | 79.90% |
| October 31, 2020 | 79.90% |
| September 30, 2020 | 79.90% |
| August 31, 2020 | 79.90% |
| July 31, 2020 | 79.90% |
| June 30, 2020 | 79.90% |
| May 31, 2020 | 79.90% |
| April 30, 2020 | 79.90% |
| March 31, 2020 | 74.34% |
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
52.23%
Minimum
May 2019
98.86%
Maximum
Apr 2024
83.91%
Average
88.32%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Tripadvisor Inc | 82.62% |
| Flanigan'S Enterprises Inc | 69.97% |
| FG Group Holdings Inc (DELISTED) | 83.88% |
| Delta Apparel Inc | 93.21% |
| DSS Inc | 99.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -79.32 |
| Beta (5Y) | 1.783 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.57% |
| Historical Sharpe Ratio (5Y) | -0.6031 |
| Historical Sortino (5Y) | -1.247 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.02% |