The RMR Group Inc (RMR)
22.15
+0.18
(+0.82%)
USD |
NASDAQ |
Nov 21, 16:00
22.17
+0.02
(+0.09%)
After-Hours: 20:00
RMR Group Max Drawdown (5Y): 75.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.76% |
| September 30, 2024 | 75.76% |
| August 31, 2024 | 75.76% |
| July 31, 2024 | 75.76% |
| June 30, 2024 | 75.76% |
| May 31, 2024 | 75.76% |
| April 30, 2024 | 75.76% |
| March 31, 2024 | 75.76% |
| February 29, 2024 | 75.76% |
| January 31, 2024 | 75.76% |
| December 31, 2023 | 75.76% |
| November 30, 2023 | 75.76% |
| October 31, 2023 | 75.76% |
| September 30, 2023 | 75.76% |
| August 31, 2023 | 75.76% |
| July 31, 2023 | 75.76% |
| June 30, 2023 | 75.76% |
| May 31, 2023 | 75.76% |
| April 30, 2023 | 75.76% |
| March 31, 2023 | 75.76% |
| February 28, 2023 | 75.76% |
| January 31, 2023 | 75.76% |
| December 31, 2022 | 75.76% |
| November 30, 2022 | 75.76% |
| October 31, 2022 | 75.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.76% |
| August 31, 2022 | 75.76% |
| July 31, 2022 | 75.76% |
| June 30, 2022 | 75.76% |
| May 31, 2022 | 75.76% |
| April 30, 2022 | 75.76% |
| March 31, 2022 | 75.76% |
| February 28, 2022 | 75.76% |
| January 31, 2022 | 75.76% |
| December 31, 2021 | 75.76% |
| November 30, 2021 | 75.76% |
| October 31, 2021 | 75.76% |
| September 30, 2021 | 75.76% |
| August 31, 2021 | 75.76% |
| July 31, 2021 | 75.76% |
| June 30, 2021 | 75.76% |
| May 31, 2021 | 75.76% |
| April 30, 2021 | 75.76% |
| March 31, 2021 | 75.76% |
| February 28, 2021 | 75.76% |
| January 31, 2021 | 75.76% |
| December 31, 2020 | 75.76% |
| November 30, 2020 | 75.76% |
| October 31, 2020 | 75.76% |
| September 30, 2020 | 75.76% |
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
56.01%
Minimum
Nov 2019
75.76%
Maximum
Mar 2020
74.51%
Average
75.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| FRP Holdings Inc | 53.97% |
| eXp World Holdings Inc | 88.17% |
| Avalon Globocare Corp | 99.68% |
| Alset Inc | -- |
| Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.60 |
| Beta (5Y) | 1.268 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.60% |
| Historical Sharpe Ratio (5Y) | -0.2219 |
| Historical Sortino (5Y) | -0.3136 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.18% |