The RMR Group Inc (RMR)
22.82
-0.01
(-0.04%)
USD |
NASDAQ |
Apr 23, 16:00
22.82
0.00 (0.00%)
After-Hours: 20:00
RMR Group Max Drawdown (5Y): 75.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 75.76% |
July 31, 2020 | 75.76% |
June 30, 2020 | 75.76% |
May 31, 2020 | 75.76% |
April 30, 2020 | 75.76% |
March 31, 2020 | 75.76% |
February 29, 2020 | 60.17% |
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
45.73%
Minimum
Apr 2019
75.76%
Maximum
Mar 2020
71.93%
Average
75.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
FRP Holdings Inc | 53.97% |
Comstock Inc | 98.91% |
eXp World Holdings Inc | 88.17% |
Alset Inc | -- |
Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.91 |
Beta (5Y) | 1.308 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.82% |
Historical Sharpe Ratio (5Y) | -0.3609 |
Historical Sortino (5Y) | -0.5235 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.51% |