Ready Capital Corp (RC)
7.25
+0.05
(+0.69%)
USD |
NYSE |
Nov 21, 16:00
7.26
+0.01
(+0.14%)
After-Hours: 20:00
Ready Capital Max Drawdown (5Y): 76.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 76.33% |
September 30, 2024 | 76.33% |
August 31, 2024 | 76.33% |
July 31, 2024 | 76.33% |
June 30, 2024 | 76.33% |
May 31, 2024 | 76.33% |
April 30, 2024 | 76.33% |
March 31, 2024 | 76.33% |
February 29, 2024 | 76.33% |
January 31, 2024 | 76.33% |
December 31, 2023 | 76.33% |
November 30, 2023 | 76.33% |
October 31, 2023 | 76.33% |
September 30, 2023 | 76.33% |
August 31, 2023 | 76.33% |
July 31, 2023 | 76.33% |
June 30, 2023 | 76.33% |
May 31, 2023 | 76.33% |
April 30, 2023 | 76.33% |
March 31, 2023 | 76.33% |
February 28, 2023 | 76.33% |
January 31, 2023 | 76.33% |
December 31, 2022 | 76.33% |
November 30, 2022 | 76.33% |
October 31, 2022 | 76.33% |
Date | Value |
---|---|
September 30, 2022 | 76.33% |
August 31, 2022 | 76.33% |
July 31, 2022 | 76.33% |
June 30, 2022 | 76.33% |
May 31, 2022 | 76.33% |
April 30, 2022 | 76.33% |
March 31, 2022 | 76.33% |
February 28, 2022 | 76.33% |
January 31, 2022 | 76.33% |
December 31, 2021 | 76.33% |
November 30, 2021 | 76.33% |
October 31, 2021 | 76.33% |
September 30, 2021 | 76.33% |
August 31, 2021 | 76.33% |
July 31, 2021 | 76.33% |
June 30, 2021 | 76.33% |
May 31, 2021 | 76.33% |
April 30, 2021 | 76.33% |
March 31, 2021 | 76.33% |
February 28, 2021 | 76.33% |
January 31, 2021 | 76.33% |
December 31, 2020 | 76.33% |
November 30, 2020 | 76.33% |
October 31, 2020 | 76.33% |
September 30, 2020 | 76.33% |
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
23.97%
Minimum
Nov 2019
76.33%
Maximum
Mar 2020
72.84%
Average
76.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ARMOUR Residential REIT Inc | 78.15% |
RLJ Lodging Trust | 82.07% |
Equinix Inc | 41.77% |
Lamar Advertising Co | 65.88% |
PotlatchDeltic Corp | 50.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.26 |
Beta (5Y) | 1.419 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.95% |
Historical Sharpe Ratio (5Y) | -0.124 |
Historical Sortino (5Y) | -0.1507 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.23% |