Redfin Corp (RDFN)
10.50
+0.06
(+0.57%)
USD |
NASDAQ |
Nov 05, 09:37
Redfin Max Drawdown (5Y): 96.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.61% |
| September 30, 2024 | 96.61% |
| August 31, 2024 | 96.61% |
| July 31, 2024 | 96.61% |
| June 30, 2024 | 96.61% |
| May 31, 2024 | 96.61% |
| April 30, 2024 | 96.61% |
| March 31, 2024 | 96.61% |
| February 29, 2024 | 96.61% |
| January 31, 2024 | 96.61% |
| December 31, 2023 | 96.61% |
| November 30, 2023 | 96.61% |
| October 31, 2023 | 96.61% |
| September 30, 2023 | 96.61% |
| August 31, 2023 | 96.61% |
| July 31, 2023 | 96.61% |
| June 30, 2023 | 96.61% |
| May 31, 2023 | 96.61% |
| April 30, 2023 | 96.61% |
| March 31, 2023 | 96.61% |
| February 28, 2023 | 96.61% |
| January 31, 2023 | 96.61% |
| December 31, 2022 | 96.61% |
| November 30, 2022 | 96.61% |
| October 31, 2022 | 95.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.95% |
| August 31, 2022 | 92.50% |
| July 31, 2022 | 92.50% |
| June 30, 2022 | 92.50% |
| May 31, 2022 | 90.88% |
| April 30, 2022 | 88.46% |
| March 31, 2022 | 82.80% |
| February 28, 2022 | 77.89% |
| January 31, 2022 | 73.27% |
| December 31, 2021 | 68.15% |
| November 30, 2021 | 68.15% |
| October 31, 2021 | 68.15% |
| September 30, 2021 | 68.15% |
| August 31, 2021 | 68.15% |
| July 31, 2021 | 68.15% |
| June 30, 2021 | 68.15% |
| May 31, 2021 | 68.15% |
| April 30, 2021 | 68.15% |
| March 31, 2021 | 68.15% |
| February 28, 2021 | 68.15% |
| January 31, 2021 | 68.15% |
| December 31, 2020 | 68.15% |
| November 30, 2020 | 68.15% |
| October 31, 2020 | 68.15% |
| September 30, 2020 | 68.15% |
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
55.56%
Minimum
Nov 2019
96.61%
Maximum
Nov 2022
82.01%
Average
89.67%
Median
Max Drawdown (5Y) Benchmarks
| Opendoor Technologies Inc | -- |
| eXp World Holdings Inc | 88.17% |
| Dynex Capital Inc | 56.79% |
| Cousins Properties Inc | 54.25% |
| Easterly Government Properties Inc | 57.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.99 |
| Beta (5Y) | 2.696 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.85% |
| Historical Sharpe Ratio (5Y) | -0.1327 |
| Historical Sortino (5Y) | -0.2946 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.66% |