Repay Holdings Corp (RPAY)
8.05
+0.02
(+0.25%)
USD |
NASDAQ |
Nov 22, 16:00
8.045
0.00 (0.00%)
After-Hours: 20:00
Repay Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Automatic Data Processing Inc | 39.40% |
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| Inuvo Inc | 95.07% |
| Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.88 |
| Beta (5Y) | 1.439 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.87% |
| Historical Sharpe Ratio (5Y) | -0.2328 |
| Historical Sortino (5Y) | -0.406 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.58% |