RF Industries Ltd (RFIL)
4.14
+0.07
(+1.72%)
USD |
NASDAQ |
Nov 21, 16:00
4.01
-0.13
(-3.14%)
Pre-Market: 20:00
RF Industries Max Drawdown (5Y): 73.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.42% |
| September 30, 2024 | 73.42% |
| August 31, 2024 | 73.42% |
| July 31, 2024 | 73.42% |
| June 30, 2024 | 73.42% |
| May 31, 2024 | 73.42% |
| April 30, 2024 | 73.42% |
| March 31, 2024 | 73.42% |
| February 29, 2024 | 73.42% |
| January 31, 2024 | 73.42% |
| December 31, 2023 | 73.42% |
| November 30, 2023 | 73.42% |
| October 31, 2023 | 73.11% |
| September 30, 2023 | 73.11% |
| August 31, 2023 | 69.74% |
| July 31, 2023 | 69.74% |
| June 30, 2023 | 69.74% |
| May 31, 2023 | 69.74% |
| April 30, 2023 | 69.74% |
| March 31, 2023 | 69.74% |
| February 28, 2023 | 73.64% |
| January 31, 2023 | 74.49% |
| December 31, 2022 | 78.31% |
| November 30, 2022 | 81.01% |
| October 31, 2022 | 81.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.43% |
| August 31, 2022 | 85.36% |
| July 31, 2022 | 85.36% |
| June 30, 2022 | 85.36% |
| May 31, 2022 | 86.77% |
| April 30, 2022 | 88.01% |
| March 31, 2022 | 88.42% |
| February 28, 2022 | 88.42% |
| January 31, 2022 | 88.42% |
| December 31, 2021 | 88.42% |
| November 30, 2021 | 88.42% |
| October 31, 2021 | 88.70% |
| September 30, 2021 | 88.70% |
| August 31, 2021 | 88.70% |
| July 31, 2021 | 88.70% |
| June 30, 2021 | 88.70% |
| May 31, 2021 | 88.70% |
| April 30, 2021 | 88.70% |
| March 31, 2021 | 88.70% |
| February 28, 2021 | 88.70% |
| January 31, 2021 | 88.70% |
| December 31, 2020 | 88.70% |
| November 30, 2020 | 88.70% |
| October 31, 2020 | 88.70% |
| September 30, 2020 | 88.70% |
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
69.74%
Minimum
Mar 2023
88.70%
Maximum
Nov 2019
81.96%
Average
87.39%
Median
Max Drawdown (5Y) Benchmarks
| Espey Manufacturing & Electronics Corp | 54.31% |
| Hubbell Inc | 41.62% |
| Orbit International Corp | 57.07% |
| Kimball Electronics Inc | 54.28% |
| Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.02 |
| Beta (5Y) | 0.9950 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.09% |
| Historical Sharpe Ratio (5Y) | -0.2131 |
| Historical Sortino (5Y) | -0.336 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.96% |