Retractable Technologies Inc (RVP)
1.21
+0.02
(+1.68%)
USD |
NYAM |
Mar 28, 11:56
Retractable Technologies Max Drawdown (5Y): 95.49% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 95.49% |
January 31, 2024 | 95.49% |
December 31, 2023 | 95.49% |
November 30, 2023 | 95.49% |
October 31, 2023 | 95.16% |
September 30, 2023 | 95.16% |
August 31, 2023 | 95.16% |
July 31, 2023 | 95.16% |
June 30, 2023 | 95.16% |
May 31, 2023 | 94.98% |
April 30, 2023 | 92.37% |
March 31, 2023 | 92.37% |
February 28, 2023 | 92.37% |
January 31, 2023 | 92.37% |
December 31, 2022 | 92.37% |
November 30, 2022 | 91.12% |
October 31, 2022 | 91.12% |
September 30, 2022 | 91.07% |
August 31, 2022 | 89.66% |
July 31, 2022 | 89.66% |
June 30, 2022 | 89.75% |
May 31, 2022 | 89.75% |
April 30, 2022 | 89.75% |
March 31, 2022 | 89.75% |
February 28, 2022 | 89.75% |
Date | Value |
---|---|
January 31, 2022 | 89.75% |
December 31, 2021 | 89.75% |
November 30, 2021 | 89.75% |
October 31, 2021 | 89.75% |
September 30, 2021 | 89.75% |
August 31, 2021 | 89.75% |
July 31, 2021 | 89.75% |
June 30, 2021 | 89.75% |
May 31, 2021 | 89.75% |
April 30, 2021 | 89.75% |
March 31, 2021 | 89.75% |
February 28, 2021 | 89.75% |
January 31, 2021 | 89.75% |
December 31, 2020 | 89.75% |
November 30, 2020 | 89.75% |
October 31, 2020 | 89.75% |
September 30, 2020 | 89.75% |
August 31, 2020 | 89.75% |
July 31, 2020 | 89.75% |
June 30, 2020 | 89.75% |
May 31, 2020 | 89.75% |
April 30, 2020 | 89.75% |
March 31, 2020 | 89.75% |
February 29, 2020 | 89.75% |
January 31, 2020 | 89.75% |
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
89.66%
Minimum
Jul 2022
95.49%
Maximum
Nov 2023
90.95%
Average
89.75%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
Perspective Therapeutics Inc | 91.70% |
InfuSystems Holdings Inc | 71.55% |
Xtant Medical Holdings Inc | 98.66% |
Asensus Surgical Inc | 99.68% |
Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.30 |
Beta (5Y) | 2.123 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 110.1% |
Historical Sharpe Ratio (5Y) | 0.5438 |
Historical Sortino (5Y) | 1.434 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.59% |