Ranpak Holdings Corp (PACK)
7.41
+0.09
(+1.23%)
USD |
NYSE |
Nov 22, 10:23
Ranpak Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Alliance Creative Group Inc | 99.65% |
| Eightco Holdings Inc | -- |
| Carnival Corp | 90.36% |
| Royal Caribbean Group | 83.27% |
| Travel+Leisure Co | 67.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.65 |
| Beta (5Y) | 2.374 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.73% |
| Historical Sharpe Ratio (5Y) | -0.0247 |
| Historical Sortino (5Y) | -0.0493 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.25% |