Randstad NV (RANJY)
21.08
-0.01
(-0.05%)
USD |
OTCM |
Nov 22, 16:00
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% |