Raia Drogasil SA (RADLY)
4.99
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Raia Drogasil Max Drawdown (5Y): 87.36% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 87.36% |
April 30, 2024 | 87.36% |
March 31, 2024 | 87.36% |
February 29, 2024 | 87.36% |
January 31, 2024 | 87.36% |
December 31, 2023 | 87.36% |
November 30, 2023 | 87.36% |
October 31, 2023 | 87.36% |
September 30, 2023 | 87.36% |
August 31, 2023 | 87.36% |
July 31, 2023 | 87.36% |
June 30, 2023 | 87.36% |
May 31, 2023 | 87.36% |
April 30, 2023 | 87.36% |
March 31, 2023 | 85.15% |
February 28, 2023 | 74.29% |
January 31, 2023 | 52.82% |
December 31, 2022 | 52.82% |
November 30, 2022 | 52.82% |
October 31, 2022 | 52.82% |
September 30, 2022 | 52.82% |
August 31, 2022 | 52.82% |
July 31, 2022 | 52.82% |
June 30, 2022 | 52.82% |
May 31, 2022 | 52.82% |
Date | Value |
---|---|
April 30, 2022 | 52.82% |
March 31, 2022 | 52.82% |
February 28, 2022 | 52.82% |
January 31, 2022 | 52.82% |
December 31, 2021 | 52.82% |
November 30, 2021 | 52.82% |
October 31, 2021 | 52.82% |
September 30, 2021 | 52.82% |
August 31, 2021 | 52.82% |
July 31, 2021 | 52.82% |
June 30, 2021 | 52.82% |
May 31, 2021 | 52.82% |
April 30, 2021 | 52.82% |
March 31, 2021 | 52.82% |
February 28, 2021 | 51.30% |
January 31, 2021 | 51.30% |
December 31, 2020 | 51.30% |
November 30, 2020 | 51.30% |
October 31, 2020 | 51.30% |
September 30, 2020 | 51.30% |
August 31, 2020 | 51.30% |
July 31, 2020 | 51.30% |
June 30, 2020 | 51.30% |
May 31, 2020 | 51.30% |
April 30, 2020 | 51.30% |
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
51.30%
Minimum
Jun 2019
87.36%
Maximum
Apr 2023
61.25%
Average
52.82%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Hypera SA | 59.14% |
CEL-SCI Corp | 96.13% |
AIM ImmunoTech Inc | 99.76% |
IGC Pharma Inc | 97.77% |
NovaBay Pharmaceuticals Inc | 99.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.724 |
Beta (5Y) | 0.6254 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.2% |
Historical Sharpe Ratio (5Y) | 0.0928 |
Historical Sortino (5Y) | 0.2304 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.30% |