Raymond James Financial Inc (RJF)
163.78
+1.60
(+0.99%)
USD |
NYSE |
Nov 21, 16:00
162.51
-1.27
(-0.78%)
Pre-Market: 20:00
Raymond James Financial Max Drawdown (5Y): 45.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.59% |
September 30, 2024 | 45.59% |
August 31, 2024 | 45.59% |
July 31, 2024 | 45.59% |
June 30, 2024 | 45.59% |
May 31, 2024 | 45.59% |
April 30, 2024 | 45.59% |
March 31, 2024 | 45.59% |
February 29, 2024 | 45.59% |
January 31, 2024 | 45.59% |
December 31, 2023 | 45.59% |
November 30, 2023 | 45.59% |
October 31, 2023 | 45.59% |
September 30, 2023 | 45.59% |
August 31, 2023 | 45.59% |
July 31, 2023 | 45.59% |
June 30, 2023 | 45.59% |
May 31, 2023 | 45.59% |
April 30, 2023 | 45.59% |
March 31, 2023 | 45.59% |
February 28, 2023 | 45.59% |
January 31, 2023 | 45.59% |
December 31, 2022 | 45.59% |
November 30, 2022 | 45.59% |
October 31, 2022 | 45.59% |
Date | Value |
---|---|
September 30, 2022 | 45.59% |
August 31, 2022 | 45.59% |
July 31, 2022 | 45.59% |
June 30, 2022 | 45.59% |
May 31, 2022 | 45.59% |
April 30, 2022 | 45.59% |
March 31, 2022 | 45.59% |
February 28, 2022 | 45.59% |
January 31, 2022 | 45.59% |
December 31, 2021 | 45.59% |
November 30, 2021 | 45.59% |
October 31, 2021 | 45.59% |
September 30, 2021 | 45.59% |
August 31, 2021 | 45.59% |
July 31, 2021 | 45.59% |
June 30, 2021 | 45.59% |
May 31, 2021 | 45.59% |
April 30, 2021 | 45.59% |
March 31, 2021 | 45.59% |
February 28, 2021 | 45.59% |
January 31, 2021 | 45.59% |
December 31, 2020 | 45.59% |
November 30, 2020 | 45.59% |
October 31, 2020 | 45.59% |
September 30, 2020 | 45.59% |
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
33.45%
Minimum
Nov 2019
45.59%
Maximum
Mar 2020
44.78%
Average
45.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Federated Hermes Inc | 64.89% |
The Goldman Sachs Group Inc | 48.75% |
Ameriprise Financial Inc | 53.88% |
Franklin Resources Inc | 64.49% |
Blackstone Inc | 49.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.479 |
Beta (5Y) | 0.9858 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.20% |
Historical Sharpe Ratio (5Y) | 0.6796 |
Historical Sortino (5Y) | 0.8862 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.62% |