B. Riley Financial Inc (RILY)
4.925
-0.78
(-13.60%)
USD |
NASDAQ |
Nov 04, 16:00
4.95
+0.02
(+0.51%)
After-Hours: 20:00
B. Riley Financial Max Drawdown (5Y): 93.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.97% |
| September 30, 2024 | 93.01% |
| August 31, 2024 | 93.01% |
| July 31, 2024 | 79.19% |
| June 30, 2024 | 79.19% |
| May 31, 2024 | 79.19% |
| April 30, 2024 | 79.19% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
93.97%
Maximum
Oct 2024
58.38%
Average
48.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Franklin Resources Inc | 63.76% |
| Blackstone Inc | 49.26% |
| MARA Holdings Inc | 99.54% |
| Hamilton Lane Inc | 48.45% |
| T. Rowe Price Group Inc | 57.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.85 |
| Beta (5Y) | 1.262 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.95% |
| Historical Sharpe Ratio (5Y) | -0.2916 |
| Historical Sortino (5Y) | -0.427 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.28% |