RE/MAX Holdings Inc (RMAX)
11.65
+0.36
(+3.19%)
USD |
NYSE |
Nov 21, 11:43
RE/MAX Holdings Max Drawdown (5Y): 82.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.00% |
| September 30, 2024 | 82.00% |
| August 31, 2024 | 82.00% |
| July 31, 2024 | 82.00% |
| June 30, 2024 | 82.00% |
| May 31, 2024 | 82.00% |
| April 30, 2024 | 82.00% |
| March 31, 2024 | 81.08% |
| February 29, 2024 | 79.08% |
| January 31, 2024 | 77.39% |
| December 31, 2023 | 77.39% |
| November 30, 2023 | 77.39% |
| October 31, 2023 | 77.39% |
| September 30, 2023 | 77.39% |
| August 31, 2023 | 77.39% |
| July 31, 2023 | 77.39% |
| June 30, 2023 | 77.39% |
| May 31, 2023 | 77.39% |
| April 30, 2023 | 77.39% |
| March 31, 2023 | 77.39% |
| February 28, 2023 | 77.39% |
| January 31, 2023 | 77.39% |
| December 31, 2022 | 77.39% |
| November 30, 2022 | 77.39% |
| October 31, 2022 | 77.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.39% |
| August 31, 2022 | 77.39% |
| July 31, 2022 | 77.39% |
| June 30, 2022 | 77.39% |
| May 31, 2022 | 77.39% |
| April 30, 2022 | 77.39% |
| March 31, 2022 | 77.39% |
| February 28, 2022 | 77.39% |
| January 31, 2022 | 77.39% |
| December 31, 2021 | 77.39% |
| November 30, 2021 | 77.39% |
| October 31, 2021 | 77.39% |
| September 30, 2021 | 77.39% |
| August 31, 2021 | 77.39% |
| July 31, 2021 | 77.39% |
| June 30, 2021 | 77.39% |
| May 31, 2021 | 77.39% |
| April 30, 2021 | 77.39% |
| March 31, 2021 | 77.39% |
| February 28, 2021 | 77.39% |
| January 31, 2021 | 77.39% |
| December 31, 2020 | 77.39% |
| November 30, 2020 | 77.39% |
| October 31, 2020 | 77.39% |
| September 30, 2020 | 77.39% |
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
61.31%
Minimum
Nov 2019
82.00%
Maximum
Apr 2024
76.94%
Average
77.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Annaly Capital Management Inc | 60.03% |
| New York Mortgage Trust Inc | 84.01% |
| Invesco Mortgage Capital Inc | 93.34% |
| Kennedy-Wilson Holdings Inc | 64.18% |
| New Concept Energy Inc | 96.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.86 |
| Beta (5Y) | 1.360 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.04% |
| Historical Sharpe Ratio (5Y) | -0.389 |
| Historical Sortino (5Y) | -0.6197 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.60% |