Rand Worldwide Inc (RWWI)
19.20
-0.05
(-0.26%)
USD |
OTCM |
May 03, 16:00
Rand Worldwide Max Drawdown (5Y): 35.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 35.71% |
| March 31, 2024 | 35.71% |
| February 29, 2024 | 35.71% |
| January 31, 2024 | 35.71% |
| December 31, 2023 | 35.71% |
| November 30, 2023 | 35.71% |
| October 31, 2023 | 30.61% |
| September 30, 2023 | 28.34% |
| August 31, 2023 | 28.34% |
| July 31, 2023 | 28.34% |
| June 30, 2023 | 28.34% |
| May 31, 2023 | 28.34% |
| April 30, 2023 | 28.34% |
| March 31, 2023 | 28.34% |
| February 28, 2023 | 28.34% |
| January 31, 2023 | 28.34% |
| December 31, 2022 | 28.34% |
| November 30, 2022 | 28.34% |
| October 31, 2022 | 28.34% |
| September 30, 2022 | 28.34% |
| August 31, 2022 | 28.34% |
| July 31, 2022 | 28.34% |
| June 30, 2022 | 28.34% |
| May 31, 2022 | 28.34% |
| April 30, 2022 | 28.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 28.34% |
| February 28, 2022 | 28.34% |
| January 31, 2022 | 28.34% |
| December 31, 2021 | 28.34% |
| November 30, 2021 | 28.34% |
| October 31, 2021 | 28.34% |
| September 30, 2021 | 28.34% |
| August 31, 2021 | 28.34% |
| July 31, 2021 | 28.34% |
| June 30, 2021 | 28.34% |
| May 31, 2021 | 28.34% |
| April 30, 2021 | 28.34% |
| March 31, 2021 | 28.34% |
| February 28, 2021 | 28.34% |
| January 31, 2021 | 28.34% |
| December 31, 2020 | 28.34% |
| November 30, 2020 | 28.34% |
| October 31, 2020 | 28.34% |
| September 30, 2020 | 28.34% |
| August 31, 2020 | 28.34% |
| July 31, 2020 | 28.34% |
| June 30, 2020 | 28.34% |
| May 31, 2020 | 28.34% |
| April 30, 2020 | 28.34% |
| March 31, 2020 | 28.34% |
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
24.69%
Minimum
May 2019
35.71%
Maximum
Nov 2023
28.51%
Average
28.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| American Software Inc | 68.64% |
| Issuer Direct Corp | 64.52% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 28.35 |
| Beta (5Y) | 0.0957 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.84% |
| Historical Sharpe Ratio (5Y) | 1.056 |
| Historical Sortino (5Y) | 1.229 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.68% |