Research Frontiers, Inc. (REFR)
0.4621
-0.02
(-4.72%)
USD |
NASDAQ |
Aug 28, 16:00
0.45
-0.01
(-2.62%)
After-Hours: 20:00
Research Frontiers Max Drawdown (5Y) : 86.45% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 86.45% |
| June 30, 2026 | 83.35% |
| May 31, 2026 | 83.09% |
| April 30, 2026 | 83.09% |
| March 31, 2026 | 83.09% |
| February 28, 2026 | 83.09% |
| January 31, 2026 | 83.09% |
| December 31, 2025 | 83.09% |
| November 30, 2025 | 83.09% |
| October 31, 2025 | 83.09% |
| September 30, 2025 | 83.09% |
| August 31, 2025 | 83.09% |
| July 31, 2025 | 83.09% |
| June 30, 2025 | 83.09% |
| May 31, 2025 | 83.09% |
| April 30, 2025 | 83.09% |
| March 31, 2025 | 83.09% |
| February 28, 2025 | 83.09% |
| January 31, 2025 | 83.09% |
| December 31, 2024 | 83.09% |
| November 30, 2024 | 83.09% |
| October 31, 2024 | 83.09% |
| September 30, 2024 | 83.09% |
| August 31, 2024 | 83.09% |
| July 31, 2024 | 83.09% |
| Date | Value |
|---|---|
| June 30, 2024 | 83.09% |
| May 31, 2024 | 83.09% |
| April 30, 2024 | 83.09% |
| March 31, 2024 | 83.09% |
| February 29, 2024 | 83.09% |
| January 31, 2024 | 83.09% |
| December 31, 2023 | 83.09% |
| November 30, 2023 | 82.43% |
| October 31, 2023 | 83.85% |
| September 30, 2023 | 83.85% |
| August 31, 2023 | 85.20% |
| July 31, 2023 | 88.41% |
| June 30, 2023 | 89.36% |
| May 31, 2023 | 91.99% |
| April 30, 2023 | 91.99% |
| March 31, 2023 | 91.99% |
| February 28, 2023 | 91.99% |
| January 31, 2023 | 91.99% |
| December 31, 2022 | 91.99% |
| November 30, 2022 | 91.99% |
| October 31, 2022 | 91.99% |
| September 30, 2022 | 91.99% |
| August 31, 2022 | 91.99% |
| July 31, 2022 | 91.99% |
| June 30, 2022 | 91.99% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Advanced Energy Industries, Inc. | 43.73% |
| Amphenol Corp. | 28.73% |
| Belden, Inc. | 43.56% |
| Bel Fuse, Inc. | 61.91% |
| Benchmark Electronics, Inc. | 39.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.64 |
| Beta (5Y) | 0.5463 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.64% |
| Historical Sharpe Ratio (5Y) | -0.5614 |
| Historical Sortino (5Y) | -1.372 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.56% |