RBR Global Inc (RBRI)
0.20
0.00 (0.00%)
USD |
OTCM |
Feb 26, 12:23
RBR Global Max Drawdown (5Y): 99.97% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.97% |
April 30, 2024 | 99.97% |
March 31, 2024 | 99.97% |
February 29, 2024 | 99.97% |
January 31, 2024 | 99.97% |
December 31, 2023 | 99.97% |
November 30, 2023 | 99.97% |
October 31, 2023 | 99.97% |
September 30, 2023 | 99.97% |
August 31, 2023 | 99.97% |
July 31, 2023 | 99.97% |
June 30, 2023 | 99.97% |
May 31, 2023 | 99.97% |
April 30, 2023 | 99.97% |
March 31, 2023 | 99.97% |
February 28, 2023 | 99.97% |
January 31, 2023 | 99.97% |
December 31, 2022 | 99.97% |
November 30, 2022 | 99.97% |
October 31, 2022 | 99.97% |
September 30, 2022 | 99.97% |
August 31, 2022 | 99.97% |
July 31, 2022 | 99.97% |
June 30, 2022 | 99.97% |
May 31, 2022 | 99.97% |
Date | Value |
---|---|
April 30, 2022 | 99.97% |
March 31, 2022 | 99.97% |
February 28, 2022 | 99.97% |
January 31, 2022 | 99.97% |
December 31, 2021 | 99.97% |
November 30, 2021 | 99.97% |
October 31, 2021 | 99.97% |
September 30, 2021 | 99.97% |
August 31, 2021 | 99.97% |
July 31, 2021 | 99.97% |
June 30, 2021 | 99.97% |
May 31, 2021 | 99.97% |
April 30, 2021 | 99.97% |
March 31, 2021 | 99.97% |
February 28, 2021 | 99.97% |
January 31, 2021 | 99.97% |
December 31, 2020 | 99.97% |
November 30, 2020 | 99.97% |
October 31, 2020 | 99.97% |
September 30, 2020 | 99.97% |
August 31, 2020 | 99.97% |
July 31, 2020 | 99.97% |
June 30, 2020 | 99.78% |
May 31, 2020 | 99.78% |
April 30, 2020 | 99.78% |
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
99.78%
Minimum
Jun 2020
99.97%
Maximum
Jul 2020
99.94%
Average
99.97%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
ATI Nationwide Holding Corp | 99.98% |
PRA Group Inc | 75.60% |
Medallion Financial Corp | 85.52% |
Federal Agricultural Mortgage Corp | 49.43% |
Horizon Technology Finance Corp | 60.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -68.89 |
Beta (5Y) | 1.694 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.17K% |
Historical Sharpe Ratio (5Y) | -0.0144 |
Historical Sortino (5Y) | -0.5117 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 63.16% |