RENN Fund Inc (RCG)
2.815
+0.12
(+4.26%)
USD |
NYAM |
Nov 25, 16:00
2.815
0.00 (0.00%)
After-Hours: 20:00
RCG Max Drawdown (5Y): 50.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.80% |
| September 30, 2024 | 50.80% |
| August 31, 2024 | 50.80% |
| July 31, 2024 | 50.80% |
| June 30, 2024 | 50.80% |
| May 31, 2024 | 50.80% |
| April 30, 2024 | 50.80% |
| March 31, 2024 | 50.80% |
| February 29, 2024 | 50.60% |
| January 31, 2024 | 50.60% |
| December 31, 2023 | 50.60% |
| November 30, 2023 | 50.60% |
| October 31, 2023 | 49.24% |
| September 30, 2023 | 49.24% |
| August 31, 2023 | 49.24% |
| July 31, 2023 | 49.24% |
| June 30, 2023 | 49.24% |
| May 31, 2023 | 49.24% |
| April 30, 2023 | 49.24% |
| March 31, 2023 | 49.24% |
| February 28, 2023 | 49.24% |
| January 31, 2023 | 49.24% |
| December 31, 2022 | 49.24% |
| November 30, 2022 | 49.24% |
| October 31, 2022 | 49.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.24% |
| August 31, 2022 | 49.24% |
| July 31, 2022 | 49.24% |
| June 30, 2022 | 49.24% |
| May 31, 2022 | 49.24% |
| April 30, 2022 | 49.24% |
| March 31, 2022 | 49.24% |
| February 28, 2022 | 49.24% |
| January 31, 2022 | 49.24% |
| December 31, 2021 | 49.24% |
| November 30, 2021 | 49.24% |
| October 31, 2021 | 49.24% |
| September 30, 2021 | 49.24% |
| August 31, 2021 | 49.24% |
| July 31, 2021 | 51.13% |
| June 30, 2021 | 51.72% |
| May 31, 2021 | 55.36% |
| April 30, 2021 | 55.36% |
| March 31, 2021 | 60.59% |
| February 28, 2021 | 63.44% |
| January 31, 2021 | 67.98% |
| December 31, 2020 | 69.96% |
| November 30, 2020 | 69.96% |
| October 31, 2020 | 69.96% |
| September 30, 2020 | 69.96% |
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
49.24%
Minimum
Aug 2021
69.96%
Maximum
Nov 2019
55.39%
Average
50.60%
Median
Nov 2023
Max Drawdown (5Y) Benchmarks
| Clough Global Dividend and Income Fund | 47.17% |
| WBI BullBear Yield 3000 ETF | 25.15% |
| Clough Global Opportunities Fund | 58.44% |
| Royce Global Value Trust Inc | 46.83% |
| Cambria Global Momentum ETF | 25.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.627 |
| Beta (5Y) | 0.7073 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.7421 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6651 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.98% |
| Historical Sharpe Ratio (5Y) | 0.2016 |
| Historical Sortino (5Y) | 0.2579 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.81% |