Ryman Healthcare Ltd (RHCGF)
2.10
0.00 (0.00%)
USD |
OTCM |
Jun 24, 16:00
Ryman Healthcare Max Drawdown (5Y): 79.46% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 79.46% |
| April 30, 2024 | 70.03% |
| March 31, 2024 | 70.03% |
| February 29, 2024 | 70.03% |
| January 31, 2024 | 70.03% |
| December 31, 2023 | 70.03% |
| November 30, 2023 | 69.99% |
| October 31, 2023 | 69.07% |
| September 30, 2023 | 69.07% |
| August 31, 2023 | 69.07% |
| July 31, 2023 | 69.07% |
| June 30, 2023 | 69.07% |
| May 31, 2023 | 69.07% |
| April 30, 2023 | 69.07% |
| March 31, 2023 | 69.07% |
| February 28, 2023 | 69.07% |
| January 31, 2023 | 69.07% |
| December 31, 2022 | 69.07% |
| November 30, 2022 | 57.41% |
| October 31, 2022 | 57.41% |
| September 30, 2022 | 50.53% |
| August 31, 2022 | 50.53% |
| July 31, 2022 | 50.53% |
| June 30, 2022 | 50.53% |
| May 31, 2022 | 50.53% |
| Date | Value |
|---|---|
| April 30, 2022 | 45.76% |
| March 31, 2022 | 43.83% |
| February 28, 2022 | 43.83% |
| January 31, 2022 | 43.28% |
| December 31, 2021 | 26.92% |
| November 30, 2021 | 26.92% |
| October 31, 2021 | 26.92% |
| September 30, 2021 | 26.92% |
| August 31, 2021 | 26.92% |
| July 31, 2021 | 26.92% |
| June 30, 2021 | 26.92% |
| May 31, 2021 | 26.92% |
| April 30, 2021 | 26.92% |
| March 31, 2021 | 26.92% |
| February 28, 2021 | 26.92% |
| January 31, 2021 | 26.92% |
| December 31, 2020 | 26.92% |
| November 30, 2020 | 26.92% |
| October 31, 2020 | 26.92% |
| September 30, 2020 | 26.92% |
| August 31, 2020 | 26.92% |
| July 31, 2020 | 26.92% |
| June 30, 2020 | 26.92% |
| May 31, 2020 | 26.92% |
| April 30, 2020 | 23.00% |
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
23.00%
Minimum
Jun 2019
79.46%
Maximum
May 2024
43.25%
Average
26.92%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Fisher & Paykel Healthcare Corp Ltd | 60.30% |
| Pacific Edge Ltd | 97.93% |
| Summerset Group Holdings Ltd | 21.57% |
| Ebos Group Ltd | -- |
| Green Cross Health Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.56 |
| Beta (5Y) | 0.366 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.76% |
| Historical Sharpe Ratio (5Y) | -0.6773 |
| Historical Sortino (5Y) | -0.8797 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.09% |