RH (RH)
327.33
+0.78
(+0.24%)
USD |
NYSE |
Nov 14, 12:47
RH Max Drawdown (5Y): 71.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.26% |
| September 30, 2024 | 71.26% |
| August 31, 2024 | 71.26% |
| July 31, 2024 | 71.26% |
| June 30, 2024 | 71.26% |
| May 31, 2024 | 71.26% |
| April 30, 2024 | 71.26% |
| March 31, 2024 | 71.26% |
| February 29, 2024 | 71.26% |
| January 31, 2024 | 71.26% |
| December 31, 2023 | 71.26% |
| November 30, 2023 | 71.26% |
| October 31, 2023 | 71.26% |
| September 30, 2023 | 71.26% |
| August 31, 2023 | 71.26% |
| July 31, 2023 | 71.26% |
| June 30, 2023 | 71.26% |
| May 31, 2023 | 71.26% |
| April 30, 2023 | 71.26% |
| March 31, 2023 | 71.26% |
| February 28, 2023 | 71.26% |
| January 31, 2023 | 71.26% |
| December 31, 2022 | 71.26% |
| November 30, 2022 | 71.26% |
| October 31, 2022 | 71.26% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.26% |
| August 31, 2022 | 71.26% |
| July 31, 2022 | 71.26% |
| June 30, 2022 | 71.26% |
| May 31, 2022 | 68.10% |
| April 30, 2022 | 68.10% |
| March 31, 2022 | 68.10% |
| February 28, 2022 | 68.10% |
| January 31, 2022 | 68.10% |
| December 31, 2021 | 69.81% |
| November 30, 2021 | 76.26% |
| October 31, 2021 | 76.26% |
| September 30, 2021 | 76.26% |
| August 31, 2021 | 76.26% |
| July 31, 2021 | 76.26% |
| June 30, 2021 | 76.26% |
| May 31, 2021 | 76.26% |
| April 30, 2021 | 76.26% |
| March 31, 2021 | 76.26% |
| February 28, 2021 | 76.26% |
| January 31, 2021 | 76.26% |
| December 31, 2020 | 76.26% |
| November 30, 2020 | 76.26% |
| October 31, 2020 | 76.26% |
| September 30, 2020 | 76.26% |
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
68.10%
Minimum
Jan 2022
76.26%
Maximum
Nov 2019
73.05%
Average
71.26%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| Williams-Sonoma Inc | 60.60% |
| Arhaus Inc | -- |
| Tile Shop Holdings Inc | 97.72% |
| Live Ventures Inc | 86.10% |
| Stitch Fix Inc | 98.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.85 |
| Beta (5Y) | 2.428 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.25% |
| Historical Sharpe Ratio (5Y) | 0.1524 |
| Historical Sortino (5Y) | 0.254 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.05% |