Regional Management Corp (RM)
26.29
-0.09
(-0.34%)
USD |
NYSE |
Apr 25, 16:00
26.29
0.00 (0.00%)
After-Hours: 17:01
Regional Management Max Drawdown (5Y): 71.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 71.80% |
July 31, 2020 | 71.80% |
June 30, 2020 | 71.80% |
May 31, 2020 | 71.80% |
April 30, 2020 | 71.80% |
March 31, 2020 | 69.15% |
February 29, 2020 | 66.77% |
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
Sep 2019
71.80%
Maximum
Apr 2020
70.98%
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) | -19.06 |
Beta (5Y) | 1.474 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.93% |
Historical Sharpe Ratio (5Y) | 0.004 |
Historical Sortino (5Y) | 0.0057 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.36% |