Richardson Electronics Ltd (RELL)

14.00 +0.30 (+2.19%) USD  |  NASDAQ  |  Dec 20, 16:00
14.00 0.00 (0.00%) After-Hours: 20:00
More

Richardson Electronics Max Drawdown (5Y): 68.48% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for RELL.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Arrow Electronics Inc 52.77%
Avnet Inc 58.40%
Parkervision Inc 99.07%
Taitron Components Inc 71.96%
EACO Corp 46.65%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 8.335
Beta (5Y) 0.9448
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.45%
Historical Sharpe Ratio (5Y) 0.4325
Historical Sortino (5Y) 0.8027
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.20%