Ryvyl Inc (RVYL)
1.20
-0.06
(-4.76%)
USD |
NASDAQ |
May 24, 13:32
Ryvyl Max Drawdown (5Y): 99.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.38% |
March 31, 2024 | 99.16% |
February 29, 2024 | 99.16% |
January 31, 2024 | 99.16% |
December 31, 2023 | 99.16% |
November 30, 2023 | 99.16% |
October 31, 2023 | 99.15% |
September 30, 2023 | 98.62% |
August 31, 2023 | 98.62% |
July 31, 2023 | 98.62% |
June 30, 2023 | 98.62% |
May 31, 2023 | 98.62% |
April 30, 2023 | 98.62% |
March 31, 2023 | 98.62% |
February 28, 2023 | 98.62% |
January 31, 2023 | 98.62% |
December 31, 2022 | 98.62% |
November 30, 2022 | 98.62% |
October 31, 2022 | 98.62% |
September 30, 2022 | 98.62% |
August 31, 2022 | 98.62% |
July 31, 2022 | 98.62% |
June 30, 2022 | 98.62% |
May 31, 2022 | 98.62% |
April 30, 2022 | 98.62% |
Date | Value |
---|---|
March 31, 2022 | 98.62% |
February 28, 2022 | 98.62% |
January 31, 2022 | 98.62% |
December 31, 2021 | 98.62% |
November 30, 2021 | 98.62% |
October 31, 2021 | 98.62% |
September 30, 2021 | 98.62% |
August 31, 2021 | 98.62% |
July 31, 2021 | 98.62% |
June 30, 2021 | 98.62% |
May 31, 2021 | 98.62% |
April 30, 2021 | 98.62% |
March 31, 2021 | 98.62% |
February 28, 2021 | 98.62% |
January 31, 2021 | 98.62% |
December 31, 2020 | 98.62% |
November 30, 2020 | 98.62% |
October 31, 2020 | 98.62% |
September 30, 2020 | 98.62% |
August 31, 2020 | 98.62% |
July 31, 2020 | 98.62% |
June 30, 2020 | 98.62% |
May 31, 2020 | 98.62% |
April 30, 2020 | 98.62% |
March 31, 2020 | 98.62% |
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
93.15%
Minimum
May 2019
99.38%
Maximum
Apr 2024
98.08%
Average
98.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Signal Advance Inc | 99.84% |
WidePoint Corp | 88.89% |
Intellinetics Inc | 96.76% |
Castellum Inc | 99.95% |
BM Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -81.84 |
Beta (5Y) | 4.264 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 208.9% |
Historical Sharpe Ratio (5Y) | -0.1643 |
Historical Sortino (5Y) | -0.5952 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.68% |