Reliance Global Group Inc (RELI)

1.21 -0.01 (-0.82%) USD  |  NASDAQ  |  Dec 20, 16:00
1.23 +0.02 (+1.65%) After-Hours: 20:00
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Reliance Global Group Max Drawdown (5Y): 99.99% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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CorVel Corp 50.72%
Kingstone Companies Inc 96.20%
eHealth Inc 98.17%
The Baldwin Insurance Group Inc 58.02%
GoHealth Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -85.96
Beta (5Y) 0.1784
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 143.8%
Historical Sharpe Ratio (5Y) -0.5812
Historical Sortino (5Y) -1.599
Monthly Value at Risk (VaR) 5% (5Y Lookback) 49.28%