Raffles Medical Group Ltd (RAFLF)
0.7415
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Raffles Medical Group Max Drawdown (5Y): 52.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 52.53% |
| February 29, 2024 | 52.53% |
| January 31, 2024 | 52.53% |
| December 31, 2023 | 52.53% |
| November 30, 2023 | 52.53% |
| October 31, 2023 | 52.53% |
| September 30, 2023 | 52.53% |
| August 31, 2023 | 52.53% |
| July 31, 2023 | 52.53% |
| June 30, 2023 | 52.53% |
| May 31, 2023 | 52.53% |
| April 30, 2023 | 52.53% |
| March 31, 2023 | 52.53% |
| February 28, 2023 | 52.53% |
| January 31, 2023 | 52.53% |
| December 31, 2022 | 52.53% |
| November 30, 2022 | 52.53% |
| October 31, 2022 | 52.53% |
| September 30, 2022 | 52.53% |
| August 31, 2022 | 52.53% |
| July 31, 2022 | 52.53% |
| June 30, 2022 | 52.53% |
| May 31, 2022 | 52.53% |
| April 30, 2022 | 52.53% |
| March 31, 2022 | 52.53% |
| Date | Value |
|---|---|
| February 28, 2022 | 52.53% |
| January 31, 2022 | 52.53% |
| December 31, 2021 | 52.53% |
| November 30, 2021 | 52.53% |
| October 31, 2021 | 52.53% |
| September 30, 2021 | 52.53% |
| August 31, 2021 | 52.53% |
| July 31, 2021 | 52.53% |
| June 30, 2021 | 52.53% |
| May 31, 2021 | 52.53% |
| April 30, 2021 | 52.53% |
| March 31, 2021 | 52.53% |
| February 28, 2021 | 52.53% |
| January 31, 2021 | 52.53% |
| December 31, 2020 | 52.53% |
| November 30, 2020 | 52.53% |
| October 31, 2020 | 52.53% |
| September 30, 2020 | 48.16% |
| August 31, 2020 | 48.16% |
| July 31, 2020 | 46.30% |
| June 30, 2020 | 46.30% |
| May 31, 2020 | 46.30% |
| April 30, 2020 | 45.74% |
| March 31, 2020 | 40.87% |
| February 29, 2020 | 40.87% |
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
35.02%
Minimum
Apr 2019
52.53%
Maximum
Oct 2020
49.34%
Average
52.53%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.706 |
| Beta (5Y) | 0.1293 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.30% |
| Historical Sharpe Ratio (5Y) | -0.0714 |
| Historical Sortino (5Y) | -0.1122 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.80% |