RJD Green Inc (RJDG)
0.0092
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
RJD Green Max Drawdown (5Y): 89.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.63% |
| March 31, 2024 | 89.63% |
| February 29, 2024 | 89.63% |
| January 31, 2024 | 89.63% |
| December 31, 2023 | 89.63% |
| November 30, 2023 | 89.63% |
| October 31, 2023 | 89.63% |
| September 30, 2023 | 89.63% |
| August 31, 2023 | 89.63% |
| July 31, 2023 | 89.63% |
| June 30, 2023 | 89.63% |
| May 31, 2023 | 89.63% |
| April 30, 2023 | 89.63% |
| March 31, 2023 | 89.63% |
| February 28, 2023 | 89.63% |
| January 31, 2023 | 93.82% |
| December 31, 2022 | 94.67% |
| November 30, 2022 | 94.67% |
| October 31, 2022 | 95.53% |
| September 30, 2022 | 96.23% |
| August 31, 2022 | 96.54% |
| July 31, 2022 | 96.54% |
| June 30, 2022 | 96.54% |
| May 31, 2022 | 96.54% |
| April 30, 2022 | 96.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.54% |
| February 28, 2022 | 96.54% |
| January 31, 2022 | 96.54% |
| December 31, 2021 | 96.54% |
| November 30, 2021 | 96.54% |
| October 31, 2021 | 97.39% |
| September 30, 2021 | 98.14% |
| August 31, 2021 | 98.74% |
| July 31, 2021 | 98.74% |
| June 30, 2021 | 98.74% |
| May 31, 2021 | 98.74% |
| April 30, 2021 | 98.74% |
| March 31, 2021 | 98.74% |
| February 28, 2021 | 98.74% |
| January 31, 2021 | 98.74% |
| December 31, 2020 | 98.74% |
| November 30, 2020 | 98.89% |
| October 31, 2020 | 99.35% |
| September 30, 2020 | 99.35% |
| August 31, 2020 | 99.35% |
| July 31, 2020 | 99.35% |
| June 30, 2020 | 99.35% |
| May 31, 2020 | 99.35% |
| April 30, 2020 | 99.35% |
| March 31, 2020 | 99.35% |
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
89.63%
Minimum
Feb 2023
99.35%
Maximum
May 2019
95.94%
Average
96.96%
Median
Max Drawdown (5Y) Benchmarks
| Harte-Hanks Inc | 98.06% |
| Matthews International Corp | 75.23% |
| NN Inc | 95.38% |
| Seaboard Corp | 43.33% |
| 1847 Holdings LLC | 99.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.977 |
| Beta (5Y) | 0.2074 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.2% |
| Historical Sharpe Ratio (5Y) | 0.0706 |
| Historical Sortino (5Y) | 0.2182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.17% |