Richardson Electronics Ltd (RELL)
14.22
+0.22
(+1.57%)
USD |
NASDAQ |
Nov 14, 12:24
Richardson Electronics Max Drawdown (5Y): 68.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.48% |
| September 30, 2024 | 68.48% |
| August 31, 2024 | 68.48% |
| July 31, 2024 | 68.48% |
| June 30, 2024 | 68.48% |
| May 31, 2024 | 68.48% |
| April 30, 2024 | 68.48% |
| March 31, 2024 | 68.48% |
| February 29, 2024 | 66.55% |
| January 31, 2024 | 64.07% |
| December 31, 2023 | 64.07% |
| November 30, 2023 | 64.07% |
| October 31, 2023 | 64.07% |
| September 30, 2023 | 64.07% |
| August 31, 2023 | 64.07% |
| July 31, 2023 | 64.07% |
| June 30, 2023 | 64.07% |
| May 31, 2023 | 64.07% |
| April 30, 2023 | 64.07% |
| March 31, 2023 | 64.07% |
| February 28, 2023 | 64.07% |
| January 31, 2023 | 64.07% |
| December 31, 2022 | 64.07% |
| November 30, 2022 | 64.07% |
| October 31, 2022 | 64.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.07% |
| August 31, 2022 | 64.07% |
| July 31, 2022 | 64.07% |
| June 30, 2022 | 64.07% |
| May 31, 2022 | 64.07% |
| April 30, 2022 | 64.07% |
| March 31, 2022 | 64.07% |
| February 28, 2022 | 64.07% |
| January 31, 2022 | 64.07% |
| December 31, 2021 | 64.07% |
| November 30, 2021 | 64.07% |
| October 31, 2021 | 64.07% |
| September 30, 2021 | 64.07% |
| August 31, 2021 | 64.07% |
| July 31, 2021 | 64.07% |
| June 30, 2021 | 64.07% |
| May 31, 2021 | 64.07% |
| April 30, 2021 | 64.07% |
| March 31, 2021 | 64.07% |
| February 28, 2021 | 64.07% |
| January 31, 2021 | 64.07% |
| December 31, 2020 | 64.07% |
| November 30, 2020 | 64.73% |
| October 31, 2020 | 64.73% |
| September 30, 2020 | 64.73% |
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
64.07%
Minimum
Dec 2020
68.48%
Maximum
Mar 2024
64.84%
Average
64.07%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Arrow Electronics Inc | 52.77% |
| Avnet Inc | 58.40% |
| Parkervision Inc | 98.11% |
| Taitron Components Inc | 71.96% |
| EACO Corp | 46.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.845 |
| Beta (5Y) | 0.948 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.39% |
| Historical Sharpe Ratio (5Y) | 0.415 |
| Historical Sortino (5Y) | 0.7697 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.20% |