Reliance Global Group Inc (RELI)
0.2613
-0.02
(-6.01%)
USD |
NASDAQ |
Apr 30, 16:00
0.2613
0.00 (0.00%)
After-Hours: 18:27
Reliance Global Group Max Drawdown (5Y): 99.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 99.89% |
| July 31, 2020 | 99.89% |
| June 30, 2020 | 99.89% |
| May 31, 2020 | 99.89% |
| April 30, 2020 | 99.89% |
| March 31, 2020 | 99.89% |
| February 29, 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
99.97%
Maximum
Mar 2024
99.87%
Average
99.89%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| CorVel Corp | 50.72% |
| Kingstone Companies Inc | 96.20% |
| eHealth Inc | 98.17% |
| BRP Group Inc | -- |
| GoHealth Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -79.19 |
| Beta (5Y) | 0.3702 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 156.8% |
| Historical Sharpe Ratio (5Y) | -0.4742 |
| Historical Sortino (5Y) | -1.382 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.05% |