Rapid7 Inc (RPD)
39.88
-0.07
(-0.18%)
USD |
NASDAQ |
Nov 04, 16:00
39.88
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 | 48.77% |
| December 31, 2021 | 48.77% |
| November 30, 2021 | 50.32% |
| October 31, 2021 | 51.15% |
| September 30, 2021 | 53.44% |
| August 31, 2021 | 54.51% |
| July 31, 2021 | 54.51% |
| June 30, 2021 | 54.51% |
| May 31, 2021 | 54.51% |
| April 30, 2021 | 54.51% |
| March 31, 2021 | 54.51% |
| February 28, 2021 | 55.93% |
| January 31, 2021 | 55.93% |
| December 31, 2020 | 55.93% |
| 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
Dec 2021
80.87%
Maximum
Nov 2022
66.91%
Average
62.58%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Qualys Inc | 42.09% |
| PTC Inc | 54.37% |
| Zoom Video Communications Inc | 90.27% |
| Datadog Inc | 68.11% |
| 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% |