B. Riley Financial Inc (RILY)
37.08
+2.39
(+6.89%)
USD |
NASDAQ |
Apr 26, 14:57
B. Riley Financial Max Drawdown (5Y): 79.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 79.19% |
| February 29, 2024 | 79.19% |
| January 31, 2024 | 75.49% |
| December 31, 2023 | 75.49% |
| November 30, 2023 | 75.49% |
| October 31, 2023 | 68.51% |
| September 30, 2023 | 68.51% |
| August 31, 2023 | 68.51% |
| July 31, 2023 | 68.51% |
| June 30, 2023 | 68.51% |
| May 31, 2023 | 68.51% |
| April 30, 2023 | 68.51% |
| March 31, 2023 | 66.40% |
| February 28, 2023 | 61.33% |
| January 31, 2023 | 61.33% |
| December 31, 2022 | 61.33% |
| November 30, 2022 | 54.79% |
| October 31, 2022 | 52.63% |
| September 30, 2022 | 50.77% |
| August 31, 2022 | 50.77% |
| July 31, 2022 | 50.77% |
| June 30, 2022 | 50.77% |
| May 31, 2022 | 48.96% |
| April 30, 2022 | 48.96% |
| March 31, 2022 | 48.96% |
| Date | Value |
|---|---|
| February 28, 2022 | 48.96% |
| January 31, 2022 | 48.96% |
| December 31, 2021 | 48.96% |
| November 30, 2021 | 48.96% |
| October 31, 2021 | 48.96% |
| September 30, 2021 | 48.96% |
| August 31, 2021 | 48.96% |
| July 31, 2021 | 48.96% |
| June 30, 2021 | 48.96% |
| May 31, 2021 | 48.96% |
| April 30, 2021 | 48.96% |
| March 31, 2021 | 48.96% |
| February 28, 2021 | 48.96% |
| January 31, 2021 | 48.96% |
| December 31, 2020 | 48.96% |
| November 30, 2020 | 48.96% |
| October 31, 2020 | 48.96% |
| September 30, 2020 | 48.96% |
| August 31, 2020 | 48.96% |
| July 31, 2020 | 48.96% |
| June 30, 2020 | 48.96% |
| May 31, 2020 | 48.96% |
| April 30, 2020 | 48.96% |
| March 31, 2020 | 48.96% |
| February 29, 2020 | 39.76% |
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
39.76%
Minimum
Apr 2019
79.19%
Maximum
Feb 2024
53.08%
Average
48.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.250 |
| Beta (5Y) | 1.562 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.78% |
| Historical Sharpe Ratio (5Y) | 0.2365 |
| Historical Sortino (5Y) | 0.3985 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.07% |