RH (RH)
245.02
-2.03
(-0.82%)
USD |
NYSE |
May 01, 16:00
245.90
+0.88
(+0.36%)
After-Hours: 18:37
RH Max Drawdown (5Y): 71.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.26% |
March 31, 2024 | 71.26% |
February 29, 2024 | 71.26% |
January 31, 2024 | 71.26% |
December 31, 2023 | 71.26% |
November 30, 2023 | 71.26% |
October 31, 2023 | 71.26% |
September 30, 2023 | 71.26% |
August 31, 2023 | 71.26% |
July 31, 2023 | 71.26% |
June 30, 2023 | 71.26% |
May 31, 2023 | 71.26% |
April 30, 2023 | 71.26% |
March 31, 2023 | 71.26% |
February 28, 2023 | 71.26% |
January 31, 2023 | 71.26% |
December 31, 2022 | 71.26% |
November 30, 2022 | 71.26% |
October 31, 2022 | 71.26% |
September 30, 2022 | 71.26% |
August 31, 2022 | 71.26% |
July 31, 2022 | 71.26% |
June 30, 2022 | 71.26% |
May 31, 2022 | 68.10% |
April 30, 2022 | 68.10% |
Date | Value |
---|---|
March 31, 2022 | 68.10% |
February 28, 2022 | 68.10% |
January 31, 2022 | 68.10% |
December 31, 2021 | 69.81% |
November 30, 2021 | 76.26% |
October 31, 2021 | 76.26% |
September 30, 2021 | 76.26% |
August 31, 2021 | 76.26% |
July 31, 2021 | 76.26% |
June 30, 2021 | 76.26% |
May 31, 2021 | 76.26% |
April 30, 2021 | 76.26% |
March 31, 2021 | 76.26% |
February 28, 2021 | 76.26% |
January 31, 2021 | 76.26% |
December 31, 2020 | 76.26% |
November 30, 2020 | 76.26% |
October 31, 2020 | 76.26% |
September 30, 2020 | 76.26% |
August 31, 2020 | 76.26% |
July 31, 2020 | 76.26% |
June 30, 2020 | 76.26% |
May 31, 2020 | 76.26% |
April 30, 2020 | 76.26% |
March 31, 2020 | 76.26% |
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
68.10%
Minimum
Jan 2022
76.26%
Maximum
May 2019
73.55%
Average
76.26%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Williams-Sonoma Inc | 60.60% |
Arhaus Inc | -- |
Tile Shop Holdings Inc | 97.72% |
The Home Depot Inc | 37.97% |
Live Ventures Inc | 84.83% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.03 |
Beta (5Y) | 2.536 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.10% |
Historical Sharpe Ratio (5Y) | 0.2614 |
Historical Sortino (5Y) | 0.4235 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.88% |