RiverNorth/DoubleLine Strategic Opportunity Fund Inc (OPP)
8.46
+0.10
(+1.14%)
USD |
NYSE |
May 03, 16:00
8.47
+0.01
(+0.12%)
After-Hours: 20:00
OPP Max Drawdown (5Y): 37.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.33% |
March 31, 2024 | 37.33% |
February 29, 2024 | 37.33% |
January 31, 2024 | 37.33% |
December 31, 2023 | 37.33% |
November 30, 2023 | 37.33% |
October 31, 2023 | 37.33% |
September 30, 2023 | 37.17% |
August 31, 2023 | 37.17% |
July 31, 2023 | 37.17% |
June 30, 2023 | 37.17% |
May 31, 2023 | 37.17% |
April 30, 2023 | 37.17% |
March 31, 2023 | 37.17% |
February 28, 2023 | 37.17% |
January 31, 2023 | 37.17% |
December 31, 2022 | 37.17% |
November 30, 2022 | 37.17% |
October 31, 2022 | 37.17% |
September 30, 2022 | 34.94% |
August 31, 2022 | 34.94% |
July 31, 2022 | 34.94% |
June 30, 2022 | 34.94% |
May 31, 2022 | 34.94% |
April 30, 2022 | 34.94% |
Date | Value |
---|---|
March 31, 2022 | 34.94% |
February 28, 2022 | 34.94% |
January 31, 2022 | 34.94% |
December 31, 2021 | 34.94% |
November 30, 2021 | 34.94% |
October 31, 2021 | 34.94% |
September 30, 2021 | 34.94% |
August 31, 2021 | 34.94% |
July 31, 2021 | 34.94% |
June 30, 2021 | 34.94% |
May 31, 2021 | 34.94% |
April 30, 2021 | 34.94% |
March 31, 2021 | 34.94% |
February 28, 2021 | 34.94% |
January 31, 2021 | 34.94% |
December 31, 2020 | 34.94% |
November 30, 2020 | 34.94% |
October 31, 2020 | 34.94% |
September 30, 2020 | 34.94% |
August 31, 2020 | 34.94% |
July 31, 2020 | 34.94% |
June 30, 2020 | 34.94% |
May 31, 2020 | 34.94% |
April 30, 2020 | 34.94% |
March 31, 2020 | 34.94% |
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
12.91%
Minimum
May 2019
37.33%
Maximum
Oct 2023
31.99%
Average
34.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Rivernorth Opportunities Fund Inc | 43.68% |
Cambria Global Momentum ETF | 25.02% |
Saba Closed-End Funds ETF | 39.03% |
First Trust Dorsey Wright DALI 1 ETF | 36.06% |
Cambria Trinity ETF | 22.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.428 |
Beta (5Y) | 0.6726 |
Alpha (vs YCharts Benchmark) (5Y) | -1.175 |
Beta (vs YCharts Benchmark) (5Y) | 1.462 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.48% |
Historical Sharpe Ratio (5Y) | -0.1046 |
Historical Sortino (5Y) | -0.1147 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.28% |