RF Industries Ltd (RFIL)

3.645 -0.04 (-1.22%) USD  |  NASDAQ  |  Dec 20, 16:00
3.62 -0.02 (-0.69%) After-Hours: 20:00
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RF Industries Max Drawdown (5Y): 73.42% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -22.71
Beta (5Y) 0.9863
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.81%
Historical Sharpe Ratio (5Y) -0.2228
Historical Sortino (5Y) -0.3488
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.96%