Robinsons Retail Holdings Inc (RRETY)
6.235
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Robinsons Retail Holdings Max Drawdown (5Y): 59.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.56% |
March 31, 2024 | 59.56% |
February 29, 2024 | 59.56% |
January 31, 2024 | 59.56% |
December 31, 2023 | 59.56% |
November 30, 2023 | 59.56% |
October 31, 2023 | 59.56% |
September 30, 2023 | 59.56% |
August 31, 2023 | 59.56% |
July 31, 2023 | 59.56% |
June 30, 2023 | 59.56% |
May 31, 2023 | 59.56% |
April 30, 2023 | 59.56% |
March 31, 2023 | 59.56% |
February 28, 2023 | 59.56% |
January 31, 2023 | 59.56% |
December 31, 2022 | 59.56% |
November 30, 2022 | 59.56% |
October 31, 2022 | 59.56% |
September 30, 2022 | 59.56% |
August 31, 2022 | 59.56% |
July 31, 2022 | 59.56% |
June 30, 2022 | 59.56% |
May 31, 2022 | 59.56% |
April 30, 2022 | 59.56% |
Date | Value |
---|---|
March 31, 2022 | 59.56% |
February 28, 2022 | 59.56% |
January 31, 2022 | 59.56% |
December 31, 2021 | 59.56% |
November 30, 2021 | 59.56% |
October 31, 2021 | 59.56% |
September 30, 2021 | 59.56% |
August 31, 2021 | 59.56% |
July 31, 2021 | 59.56% |
June 30, 2021 | 59.56% |
May 31, 2021 | 59.56% |
April 30, 2021 | 59.56% |
March 31, 2021 | 59.56% |
February 28, 2021 | 59.56% |
January 31, 2021 | 59.56% |
December 31, 2020 | 59.56% |
November 30, 2020 | 59.56% |
October 31, 2020 | 59.56% |
September 30, 2020 | 59.56% |
August 31, 2020 | 59.56% |
July 31, 2020 | 59.56% |
June 30, 2020 | 59.56% |
May 31, 2020 | 59.56% |
April 30, 2020 | 59.56% |
March 31, 2020 | 59.56% |
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
41.45%
Minimum
May 2019
59.56%
Maximum
Mar 2020
56.54%
Average
59.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Puregold Price Club Inc | 54.44% |
SM Investments Corp | 40.85% |
Jollibee Foods Corp | 67.42% |
Bloomberry Resorts Corp | -- |
Flanigan'S Enterprises Inc | 69.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.54 |
Beta (5Y) | 1.279 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.21% |
Historical Sharpe Ratio (5Y) | -0.4498 |
Historical Sortino (5Y) | -0.6539 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.34% |