Reliance Global Group Inc (RELI)
2.22
+0.03
(+1.37%)
USD |
NASDAQ |
Nov 04, 16:00
2.10
-0.12
(-5.41%)
After-Hours: 04:31
Reliance Global Group Max Drawdown (5Y): 99.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 99.99% |
September 30, 2024 | 99.99% |
August 31, 2024 | 99.99% |
July 31, 2024 | 99.98% |
June 30, 2024 | 99.98% |
May 31, 2024 | 99.98% |
April 30, 2024 | 99.98% |
March 31, 2024 | 99.97% |
February 29, 2024 | 99.96% |
January 31, 2024 | 99.96% |
December 31, 2023 | 99.96% |
November 30, 2023 | 99.93% |
October 31, 2023 | 99.87% |
September 30, 2023 | 99.82% |
August 31, 2023 | 99.82% |
July 31, 2023 | 99.78% |
June 30, 2023 | 99.78% |
May 31, 2023 | 99.78% |
April 30, 2023 | 99.78% |
March 31, 2023 | 99.78% |
February 28, 2023 | 99.74% |
January 31, 2023 | 99.74% |
December 31, 2022 | 99.81% |
November 30, 2022 | 99.81% |
October 31, 2022 | 99.88% |
Date | Value |
---|---|
September 30, 2022 | 99.89% |
August 31, 2022 | 99.89% |
July 31, 2022 | 99.89% |
June 30, 2022 | 99.89% |
May 31, 2022 | 99.89% |
April 30, 2022 | 99.89% |
March 31, 2022 | 99.89% |
February 28, 2022 | 99.89% |
January 31, 2022 | 99.89% |
December 31, 2021 | 99.89% |
November 30, 2021 | 99.89% |
October 31, 2021 | 99.89% |
September 30, 2021 | 99.89% |
August 31, 2021 | 99.89% |
July 31, 2021 | 99.89% |
June 30, 2021 | 99.89% |
May 31, 2021 | 99.89% |
April 30, 2021 | 99.89% |
March 31, 2021 | 99.89% |
February 28, 2021 | 99.89% |
January 31, 2021 | 99.89% |
December 31, 2020 | 99.89% |
November 30, 2020 | 99.89% |
October 31, 2020 | 99.89% |
September 30, 2020 | 99.89% |
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
99.74%
Minimum
Jan 2023
99.99%
Maximum
Oct 2024
99.88%
Average
99.89%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
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) | -85.25 |
Beta (5Y) | 0.2738 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 155.4% |
Historical Sharpe Ratio (5Y) | -0.5257 |
Historical Sortino (5Y) | -1.565 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.28% |