Rambus Inc (RMBS)
57.24
-1.44
(-2.45%)
USD |
NASDAQ |
Apr 17, 16:00
57.24
0.00 (0.00%)
After-Hours: 16:07
Rambus Max Drawdown (5Y): 44.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.91% |
February 29, 2024 | 44.91% |
January 31, 2024 | 44.91% |
December 31, 2023 | 44.91% |
November 30, 2023 | 44.91% |
October 31, 2023 | 49.19% |
September 30, 2023 | 52.95% |
August 31, 2023 | 52.95% |
July 31, 2023 | 52.95% |
June 30, 2023 | 52.95% |
May 31, 2023 | 52.95% |
April 30, 2023 | 52.95% |
March 31, 2023 | 52.95% |
February 28, 2023 | 52.95% |
January 31, 2023 | 52.95% |
December 31, 2022 | 52.95% |
November 30, 2022 | 52.95% |
October 31, 2022 | 52.95% |
September 30, 2022 | 52.95% |
August 31, 2022 | 52.95% |
July 31, 2022 | 52.95% |
June 30, 2022 | 52.95% |
May 31, 2022 | 52.95% |
April 30, 2022 | 52.95% |
March 31, 2022 | 52.95% |
Date | Value |
---|---|
February 28, 2022 | 52.95% |
January 31, 2022 | 52.95% |
December 31, 2021 | 52.95% |
November 30, 2021 | 52.95% |
October 31, 2021 | 52.95% |
September 30, 2021 | 52.95% |
August 31, 2021 | 52.95% |
July 31, 2021 | 52.95% |
June 30, 2021 | 52.95% |
May 31, 2021 | 52.95% |
April 30, 2021 | 52.95% |
March 31, 2021 | 52.95% |
February 28, 2021 | 52.95% |
January 31, 2021 | 52.95% |
December 31, 2020 | 52.95% |
November 30, 2020 | 52.95% |
October 31, 2020 | 52.95% |
September 30, 2020 | 52.95% |
August 31, 2020 | 52.95% |
July 31, 2020 | 54.63% |
June 30, 2020 | 54.63% |
May 31, 2020 | 54.63% |
April 30, 2020 | 54.63% |
March 31, 2020 | 54.63% |
February 29, 2020 | 54.63% |
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
44.91%
Minimum
Nov 2023
59.74%
Maximum
Apr 2019
53.26%
Average
52.95%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
NVIDIA Corp | 66.34% |
Advanced Micro Devices Inc | 65.45% |
Micron Technology Inc | 49.63% |
ON Semiconductor Corp | 68.47% |
Broadcom Inc | 48.30% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.60 |
Beta (5Y) | 1.156 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.98% |
Historical Sharpe Ratio (5Y) | 0.9468 |
Historical Sortino (5Y) | 1.625 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.21% |