LiveRamp Holdings Inc (RAMP)
25.22
+0.43
(+1.73%)
USD |
NYSE |
Nov 05, 14:31
LiveRamp Holdings Max Drawdown (5Y): 81.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.83% |
September 30, 2024 | 81.83% |
August 31, 2024 | 81.83% |
July 31, 2024 | 81.83% |
June 30, 2024 | 81.83% |
May 31, 2024 | 81.83% |
April 30, 2024 | 81.83% |
March 31, 2024 | 81.83% |
February 29, 2024 | 81.83% |
January 31, 2024 | 81.83% |
December 31, 2023 | 81.83% |
November 30, 2023 | 81.83% |
October 31, 2023 | 81.83% |
September 30, 2023 | 81.83% |
August 31, 2023 | 81.83% |
July 31, 2023 | 81.83% |
June 30, 2023 | 81.83% |
May 31, 2023 | 81.83% |
April 30, 2023 | 81.83% |
March 31, 2023 | 81.83% |
February 28, 2023 | 81.83% |
January 31, 2023 | 81.83% |
December 31, 2022 | 81.83% |
November 30, 2022 | 81.83% |
October 31, 2022 | 79.92% |
Date | Value |
---|---|
September 30, 2022 | 78.87% |
August 31, 2022 | 76.91% |
July 31, 2022 | 73.23% |
June 30, 2022 | 73.23% |
May 31, 2022 | 73.23% |
April 30, 2022 | 63.56% |
March 31, 2022 | 60.63% |
February 28, 2022 | 57.75% |
January 31, 2022 | 57.75% |
December 31, 2021 | 57.75% |
November 30, 2021 | 57.75% |
October 31, 2021 | 57.75% |
September 30, 2021 | 57.75% |
August 31, 2021 | 57.75% |
July 31, 2021 | 57.75% |
June 30, 2021 | 57.75% |
May 31, 2021 | 57.75% |
April 30, 2021 | 57.75% |
March 31, 2021 | 57.75% |
February 28, 2021 | 57.75% |
January 31, 2021 | 57.75% |
December 31, 2020 | 57.75% |
November 30, 2020 | 57.75% |
October 31, 2020 | 57.75% |
September 30, 2020 | 57.75% |
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
57.75%
Minimum
Mar 2020
81.83%
Maximum
Nov 2022
69.41%
Average
68.40%
Median
Max Drawdown (5Y) Benchmarks
Innodata Inc | 74.44% |
NCR Voyix Corp | 76.25% |
Pegasystems Inc | 79.20% |
Raadr Inc | 100.00% |
Agent Information Software Inc | 74.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.24 |
Beta (5Y) | 0.9562 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.13% |
Historical Sharpe Ratio (5Y) | -0.2362 |
Historical Sortino (5Y) | -0.4177 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.11% |