RENN Fund Inc (RCG)
1.60
+0.02
(+1.27%)
USD |
NYAM |
Apr 25, 16:00
1.60
0.00 (0.00%)
After-Hours: 20:00
RCG Max Drawdown (5Y): 50.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 49.24% |
| June 30, 2021 | 49.24% |
| May 31, 2021 | 49.32% |
| April 30, 2021 | 51.72% |
| March 31, 2021 | 52.94% |
| February 28, 2021 | 52.94% |
| January 31, 2021 | 57.21% |
| December 31, 2020 | 60.30% |
| November 30, 2020 | 67.98% |
| October 31, 2020 | 69.96% |
| September 30, 2020 | 69.96% |
| August 31, 2020 | 69.96% |
| July 31, 2020 | 69.96% |
| June 30, 2020 | 69.96% |
| May 31, 2020 | 69.96% |
| April 30, 2020 | 69.96% |
| March 31, 2020 | 69.96% |
| February 29, 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
Jun 2021
69.96%
Maximum
Apr 2019
56.71%
Average
49.96%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.27 |
| Beta (5Y) | 0.5421 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.590 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9818 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.74% |
| Historical Sharpe Ratio (5Y) | -0.1074 |
| Historical Sortino (5Y) | -0.1405 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.81% |