Research Frontiers, Inc. (REFR)
0.7286
+0.03
(+4.85%)
USD |
NASDAQ |
Oct 02, 16:00
0.7286
0.00 (0.00%)
After-Hours: 20:00
Research Frontiers Max Drawdown (5Y) : 87.18% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 87.18% |
| August 31, 2026 | 86.45% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 83.09% |
| July 31, 2024 | 83.09% |
| 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% |
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
| Corning, Inc. | 51.48% |
| CPS Technologies Corp. | 95.17% |
| Lightwave Logic, Inc. | 95.76% |
| Advanced Energy Industries, Inc. | 43.73% |
| Amphenol Corp. | 28.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.76 |
| Beta (5Y) | 0.5878 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.43% |
| Historical Sharpe Ratio (5Y) | -0.4017 |
| Historical Sortino (5Y) | -1.030 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.72% |