Randstad NV (RANJY)
21.70
+0.12
(+0.58%)
USD |
OTCM |
Nov 14, 12:00
Randstad Max Drawdown (5Y): 54.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 54.95% |
September 30, 2024 | 54.95% |
August 31, 2024 | 54.95% |
July 31, 2024 | 54.95% |
June 30, 2024 | 54.95% |
May 31, 2024 | 54.95% |
April 30, 2024 | 54.95% |
March 31, 2024 | 54.95% |
February 29, 2024 | 54.95% |
January 31, 2024 | 54.95% |
December 31, 2023 | 54.95% |
November 30, 2023 | 54.95% |
October 31, 2023 | 54.95% |
September 30, 2023 | 54.95% |
August 31, 2023 | 54.95% |
July 31, 2023 | 54.95% |
June 30, 2023 | 54.95% |
May 31, 2023 | 54.95% |
April 30, 2023 | 54.95% |
March 31, 2023 | 54.95% |
February 28, 2023 | 54.95% |
January 31, 2023 | 54.95% |
December 31, 2022 | 54.95% |
November 30, 2022 | 54.95% |
October 31, 2022 | 54.95% |
Date | Value |
---|---|
September 30, 2022 | 54.95% |
August 31, 2022 | 54.95% |
July 31, 2022 | 54.95% |
June 30, 2022 | 54.95% |
May 31, 2022 | 54.95% |
April 30, 2022 | 54.95% |
March 31, 2022 | 54.95% |
February 28, 2022 | 54.95% |
January 31, 2022 | 54.95% |
December 31, 2021 | 54.95% |
November 30, 2021 | 54.95% |
October 31, 2021 | 54.95% |
September 30, 2021 | 54.95% |
August 31, 2021 | 54.95% |
July 31, 2021 | 54.95% |
June 30, 2021 | 54.95% |
May 31, 2021 | 54.95% |
April 30, 2021 | 54.95% |
March 31, 2021 | 54.95% |
February 28, 2021 | 54.95% |
January 31, 2021 | 54.95% |
December 31, 2020 | 54.95% |
November 30, 2020 | 54.95% |
October 31, 2020 | 54.95% |
September 30, 2020 | 54.95% |
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
43.17%
Minimum
Nov 2019
54.95%
Maximum
Mar 2020
54.17%
Average
54.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ICTS International NV | 62.50% |
Airbus SE | 65.00% |
Wolters Kluwer NV | 24.63% |
Arcadis NV | 57.37% |
PostNL NV | 74.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.21 |
Beta (5Y) | 1.305 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.59% |
Historical Sharpe Ratio (5Y) | -0.0111 |
Historical Sortino (5Y) | -0.015 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.71% |