R1 RCM Inc (RCM)
11.75
-0.16
(-1.34%)
USD |
NASDAQ |
Apr 23, 16:00
11.75
0.00 (0.00%)
After-Hours: 20:00
R1 RCM Max Drawdown (5Y): 77.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 94.76% |
July 31, 2020 | 94.76% |
June 30, 2020 | 94.76% |
May 31, 2020 | 94.76% |
April 30, 2020 | 94.76% |
March 31, 2020 | 94.76% |
February 29, 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
Apr 2019
85.88%
Average
91.37%
Median
Max Drawdown (5Y) Benchmarks
Panamera Holdings Corp | -- |
Sotera Health Co | -- |
TruBridge Inc | 79.46% |
PetMed Express Inc | 89.43% |
LENZ Therapeutics Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.306 |
Beta (5Y) | 0.7822 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.02% |
Historical Sharpe Ratio (5Y) | 0.0736 |
Historical Sortino (5Y) | 0.1014 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.49% |