Regional Management Corp (RM)
29.54
-0.19
(-0.64%)
USD |
NYSE |
Nov 15, 15:25
Regional Management Max Drawdown (5Y): 71.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.80% |
| September 30, 2024 | 71.80% |
| August 31, 2024 | 71.80% |
| July 31, 2024 | 71.80% |
| June 30, 2024 | 71.80% |
| May 31, 2024 | 71.80% |
| April 30, 2024 | 71.80% |
| March 31, 2024 | 71.80% |
| February 29, 2024 | 71.80% |
| January 31, 2024 | 71.80% |
| December 31, 2023 | 71.80% |
| November 30, 2023 | 71.80% |
| October 31, 2023 | 71.80% |
| September 30, 2023 | 71.80% |
| August 31, 2023 | 71.80% |
| July 31, 2023 | 71.80% |
| June 30, 2023 | 71.80% |
| May 31, 2023 | 71.80% |
| April 30, 2023 | 71.80% |
| March 31, 2023 | 71.80% |
| February 28, 2023 | 71.80% |
| January 31, 2023 | 71.80% |
| December 31, 2022 | 71.80% |
| November 30, 2022 | 71.80% |
| October 31, 2022 | 71.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.80% |
| August 31, 2022 | 71.80% |
| July 31, 2022 | 71.80% |
| June 30, 2022 | 71.80% |
| May 31, 2022 | 71.80% |
| April 30, 2022 | 71.80% |
| March 31, 2022 | 71.80% |
| February 28, 2022 | 71.80% |
| January 31, 2022 | 71.80% |
| December 31, 2021 | 71.80% |
| November 30, 2021 | 71.80% |
| October 31, 2021 | 71.80% |
| September 30, 2021 | 71.80% |
| August 31, 2021 | 71.80% |
| July 31, 2021 | 71.80% |
| June 30, 2021 | 71.80% |
| May 31, 2021 | 71.80% |
| April 30, 2021 | 71.80% |
| March 31, 2021 | 71.80% |
| February 28, 2021 | 71.80% |
| January 31, 2021 | 71.80% |
| December 31, 2020 | 71.80% |
| November 30, 2020 | 71.80% |
| October 31, 2020 | 71.80% |
| September 30, 2020 | 71.80% |
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
66.77%
Minimum
Nov 2019
71.80%
Maximum
Apr 2020
71.42%
Average
71.80%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Ares Capital Corp | 56.84% |
| Capital Southwest Corp | 61.24% |
| Rand Capital Corp | 56.29% |
| PhenixFIN Corp | 94.46% |
| Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.56 |
| Beta (5Y) | 1.536 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.21% |
| Historical Sharpe Ratio (5Y) | 0.0054 |
| Historical Sortino (5Y) | 0.0078 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.36% |