Rapid7 Inc (RPD)
42.42
+1.36
(+3.31%)
USD |
NASDAQ |
Nov 21, 16:00
42.42
0.00 (0.00%)
After-Hours: 20:00
Rapid7 Max Drawdown (5Y): 80.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 80.87% |
September 30, 2024 | 80.87% |
August 31, 2024 | 80.87% |
July 31, 2024 | 80.87% |
June 30, 2024 | 80.87% |
May 31, 2024 | 80.87% |
April 30, 2024 | 80.87% |
March 31, 2024 | 80.87% |
February 29, 2024 | 80.87% |
January 31, 2024 | 80.87% |
December 31, 2023 | 80.87% |
November 30, 2023 | 80.87% |
October 31, 2023 | 80.87% |
September 30, 2023 | 80.87% |
August 31, 2023 | 80.87% |
July 31, 2023 | 80.87% |
June 30, 2023 | 80.87% |
May 31, 2023 | 80.87% |
April 30, 2023 | 80.87% |
March 31, 2023 | 80.87% |
February 28, 2023 | 80.87% |
January 31, 2023 | 80.87% |
December 31, 2022 | 80.87% |
November 30, 2022 | 80.87% |
October 31, 2022 | 72.03% |
Date | Value |
---|---|
September 30, 2022 | 69.39% |
August 31, 2022 | 58.97% |
July 31, 2022 | 55.96% |
June 30, 2022 | 55.96% |
May 31, 2022 | 54.22% |
April 30, 2022 | 48.77% |
March 31, 2022 | 48.77% |
February 28, 2022 | 48.77% |
January 31, 2022 | 50.32% |
December 31, 2021 | 51.15% |
November 30, 2021 | 53.44% |
October 31, 2021 | 54.51% |
September 30, 2021 | 54.51% |
August 31, 2021 | 54.51% |
July 31, 2021 | 54.51% |
June 30, 2021 | 54.51% |
May 31, 2021 | 54.51% |
April 30, 2021 | 55.93% |
March 31, 2021 | 55.93% |
February 28, 2021 | 55.93% |
January 31, 2021 | 62.58% |
December 31, 2020 | 62.58% |
November 30, 2020 | 62.58% |
October 31, 2020 | 62.58% |
September 30, 2020 | 62.58% |
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
48.77%
Minimum
Feb 2022
80.87%
Maximum
Nov 2022
67.37%
Average
62.58%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Qualys Inc | 42.09% |
PTC Inc | 54.37% |
Gen Digital Inc | 48.41% |
Varonis Systems Inc | 78.19% |
Intapp Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.98 |
Beta (5Y) | 0.9619 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.09% |
Historical Sharpe Ratio (5Y) | -0.131 |
Historical Sortino (5Y) | -0.1962 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.92% |