Robinsons Land Corp (RBLAY)
5.954
0.00 (0.00%)
USD |
OTCM |
Jun 26, 16:00
Robinsons Land Max Drawdown (5Y): 55.93% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 55.93% |
April 30, 2024 | 55.93% |
March 31, 2024 | 55.93% |
February 29, 2024 | 55.93% |
January 31, 2024 | 55.93% |
December 31, 2023 | 55.93% |
November 30, 2023 | 55.93% |
October 31, 2023 | 55.93% |
September 30, 2023 | 55.93% |
August 31, 2023 | 55.93% |
July 31, 2023 | 55.93% |
June 30, 2023 | 55.93% |
May 31, 2023 | 55.93% |
April 30, 2023 | 55.93% |
March 31, 2023 | 55.93% |
February 28, 2023 | 55.93% |
January 31, 2023 | 55.93% |
December 31, 2022 | 55.93% |
November 30, 2022 | 55.93% |
October 31, 2022 | 55.93% |
September 30, 2022 | 55.93% |
August 31, 2022 | 55.93% |
July 31, 2022 | 55.93% |
June 30, 2022 | 55.93% |
May 31, 2022 | 55.93% |
Date | Value |
---|---|
April 30, 2022 | 55.93% |
March 31, 2022 | 55.93% |
February 28, 2022 | 55.93% |
January 31, 2022 | 55.93% |
December 31, 2021 | 55.93% |
November 30, 2021 | 55.93% |
October 31, 2021 | 55.93% |
September 30, 2021 | 55.93% |
August 31, 2021 | 55.93% |
July 31, 2021 | 55.93% |
June 30, 2021 | 55.93% |
May 31, 2021 | 55.93% |
April 30, 2021 | 55.93% |
March 31, 2021 | 55.93% |
February 28, 2021 | 55.93% |
January 31, 2021 | 55.93% |
December 31, 2020 | 55.93% |
November 30, 2020 | 55.93% |
October 31, 2020 | 55.93% |
September 30, 2020 | 55.93% |
August 31, 2020 | 55.93% |
July 31, 2020 | 55.93% |
June 30, 2020 | 55.93% |
May 31, 2020 | 55.93% |
April 30, 2020 | 55.93% |
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
51.41%
Minimum
Jun 2019
55.93%
Maximum
Mar 2020
55.25%
Average
55.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Megaworld Corp | 74.19% |
SM Prime Holdings Inc | 46.99% |
Ayala Land Inc | 61.01% |
Trinity Place Holdings Inc | 98.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.90 |
Beta (5Y) | 0.6744 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.85% |
Historical Sharpe Ratio (5Y) | -0.2416 |
Historical Sortino (5Y) | -0.3199 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.48% |