Resources Connection Inc (RGP)
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Nov 05, 10:36
Resources Connection Max Drawdown (5Y): 60.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.11% |
| September 30, 2024 | 54.01% |
| August 31, 2024 | 52.24% |
| July 31, 2024 | 52.24% |
| June 30, 2024 | 50.09% |
| May 31, 2024 | 50.09% |
| April 30, 2024 | 50.09% |
| March 31, 2024 | 50.09% |
| February 29, 2024 | 50.09% |
| January 31, 2024 | 50.09% |
| December 31, 2023 | 50.09% |
| November 30, 2023 | 50.09% |
| October 31, 2023 | 50.09% |
| September 30, 2023 | 50.09% |
| August 31, 2023 | 50.09% |
| July 31, 2023 | 50.09% |
| June 30, 2023 | 50.09% |
| May 31, 2023 | 50.09% |
| April 30, 2023 | 50.09% |
| March 31, 2023 | 50.09% |
| February 28, 2023 | 50.09% |
| January 31, 2023 | 50.09% |
| December 31, 2022 | 50.09% |
| November 30, 2022 | 50.09% |
| October 31, 2022 | 50.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.09% |
| August 31, 2022 | 50.09% |
| July 31, 2022 | 50.09% |
| June 30, 2022 | 50.09% |
| May 31, 2022 | 50.09% |
| April 30, 2022 | 50.09% |
| March 31, 2022 | 50.09% |
| February 28, 2022 | 50.09% |
| January 31, 2022 | 50.09% |
| December 31, 2021 | 50.09% |
| November 30, 2021 | 50.09% |
| October 31, 2021 | 50.09% |
| September 30, 2021 | 50.09% |
| August 31, 2021 | 50.09% |
| July 31, 2021 | 50.09% |
| June 30, 2021 | 50.09% |
| May 31, 2021 | 50.09% |
| April 30, 2021 | 50.09% |
| March 31, 2021 | 50.09% |
| February 28, 2021 | 50.09% |
| January 31, 2021 | 50.09% |
| December 31, 2020 | 50.09% |
| November 30, 2020 | 50.09% |
| October 31, 2020 | 50.09% |
| September 30, 2020 | 50.09% |
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
37.16%
Minimum
Nov 2019
60.11%
Maximum
Oct 2024
49.53%
Average
50.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
| SPAR Group Inc | 73.26% |
| Verisk Analytics Inc | 30.87% |
| Lightbridge Corp | 98.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.80 |
| Beta (5Y) | 0.6751 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.32% |
| Historical Sharpe Ratio (5Y) | -0.3441 |
| Historical Sortino (5Y) | -0.5114 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.77% |