Raymond James Financial Inc (RJF)

155.05 +4.19 (+2.78%) USD  |  NYSE  |  Dec 20, 16:00
154.51 -0.54 (-0.35%) After-Hours: 20:00
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Raymond James Financial Max Drawdown (5Y): 45.59% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Federated Hermes Inc 64.89%
The Goldman Sachs Group Inc 48.75%
Franklin Resources Inc 64.49%
Blackstone Inc 49.26%
Blue Owl Capital Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.253
Beta (5Y) 1.003
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.21%
Historical Sharpe Ratio (5Y) 0.703
Historical Sortino (5Y) 0.9455
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.62%