Rafael Holdings Inc (RFL)
1.62
0.00 (0.00%)
USD |
NYSE |
May 02, 16:00
1.63
+0.01
(+0.62%)
Pre-Market: 20:00
Rafael Holdings Max Drawdown (5Y): 97.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.72% |
| March 31, 2024 | 97.72% |
| February 29, 2024 | 97.72% |
| January 31, 2024 | 97.72% |
| December 31, 2023 | 97.72% |
| November 30, 2023 | 97.72% |
| October 31, 2023 | 97.72% |
| September 30, 2023 | 97.56% |
| August 31, 2023 | 97.56% |
| July 31, 2023 | 97.56% |
| June 30, 2023 | 97.56% |
| May 31, 2023 | 97.56% |
| April 30, 2023 | 97.56% |
| March 31, 2023 | 97.56% |
| February 28, 2023 | 97.41% |
| January 31, 2023 | 97.41% |
| December 31, 2022 | 97.41% |
| November 30, 2022 | 97.41% |
| October 31, 2022 | 97.41% |
| September 30, 2022 | 97.41% |
| August 31, 2022 | 97.41% |
| July 31, 2022 | 97.41% |
| June 30, 2022 | 97.41% |
| May 31, 2022 | 97.41% |
| April 30, 2022 | 96.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.70% |
| February 28, 2022 | 95.30% |
| January 31, 2022 | 94.39% |
| December 31, 2021 | 92.28% |
| November 30, 2021 | 91.37% |
| October 31, 2021 | 88.11% |
| September 30, 2021 | 63.83% |
| August 31, 2021 | 63.83% |
| July 31, 2021 | 63.83% |
| June 30, 2021 | 63.83% |
| May 31, 2021 | 63.83% |
| April 30, 2021 | 63.83% |
| March 31, 2021 | 63.83% |
| February 28, 2021 | 63.83% |
| January 31, 2021 | 63.83% |
| December 31, 2020 | 63.83% |
| November 30, 2020 | 63.83% |
| October 31, 2020 | 63.83% |
| September 30, 2020 | 63.83% |
| August 31, 2020 | 63.83% |
| July 31, 2020 | 63.83% |
| June 30, 2020 | 63.83% |
| May 31, 2020 | 63.83% |
| April 30, 2020 | 63.83% |
| March 31, 2020 | 63.83% |
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
36.18%
Minimum
May 2019
97.72%
Maximum
Oct 2023
76.90%
Average
89.74%
Median
Max Drawdown (5Y) Benchmarks
| AGNC Investment Corp | 54.54% |
| Comstock Holding Co Inc | 78.21% |
| New England Realty Associates LP | 41.91% |
| Diversified Healthcare Trust | 95.99% |
| Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.37 |
| Beta (5Y) | 1.272 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.87% |
| Historical Sharpe Ratio (5Y) | -0.5949 |
| Historical Sortino (5Y) | -0.7461 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.87% |