R1 RCM Inc (RCM)
14.30
+0.01
(+0.07%)
USD |
NASDAQ |
Nov 14, 12:15
R1 RCM Max Drawdown (5Y): 77.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.44% |
| September 30, 2024 | 77.44% |
| August 31, 2024 | 77.44% |
| July 31, 2024 | 77.44% |
| June 30, 2024 | 77.44% |
| May 31, 2024 | 77.44% |
| April 30, 2024 | 77.44% |
| March 31, 2024 | 77.44% |
| February 29, 2024 | 77.44% |
| January 31, 2024 | 77.44% |
| December 31, 2023 | 77.44% |
| November 30, 2023 | 77.44% |
| October 31, 2023 | 77.44% |
| September 30, 2023 | 77.44% |
| August 31, 2023 | 77.44% |
| July 31, 2023 | 77.44% |
| June 30, 2023 | 77.44% |
| May 31, 2023 | 77.44% |
| April 30, 2023 | 77.44% |
| March 31, 2023 | 77.44% |
| February 28, 2023 | 77.44% |
| January 31, 2023 | 77.44% |
| December 31, 2022 | 77.44% |
| November 30, 2022 | 77.44% |
| October 31, 2022 | 63.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.74% |
| August 31, 2022 | 72.76% |
| July 31, 2022 | 73.96% |
| June 30, 2022 | 76.79% |
| May 31, 2022 | 77.01% |
| April 30, 2022 | 77.01% |
| March 31, 2022 | 77.01% |
| February 28, 2022 | 77.01% |
| January 31, 2022 | 77.17% |
| December 31, 2021 | 82.33% |
| November 30, 2021 | 88.28% |
| October 31, 2021 | 91.02% |
| September 30, 2021 | 91.73% |
| August 31, 2021 | 91.98% |
| July 31, 2021 | 91.98% |
| June 30, 2021 | 93.19% |
| May 31, 2021 | 94.76% |
| April 30, 2021 | 94.76% |
| March 31, 2021 | 94.76% |
| February 28, 2021 | 94.76% |
| January 31, 2021 | 94.76% |
| December 31, 2020 | 94.76% |
| November 30, 2020 | 94.76% |
| October 31, 2020 | 94.76% |
| September 30, 2020 | 94.76% |
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
63.85%
Minimum
Oct 2022
94.76%
Maximum
Nov 2019
83.86%
Average
77.44%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
| Panamera Holdings Corp | -- |
| TruBridge Inc | 79.46% |
| PetMed Express Inc | 93.39% |
| LENZ Therapeutics Inc | -- |
| Oruka Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.148 |
| Beta (5Y) | 0.8395 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.35% |
| Historical Sharpe Ratio (5Y) | 0.0718 |
| Historical Sortino (5Y) | 0.0938 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.49% |