Rand Worldwide Inc (RWWI)
19.20
-0.05
(-0.26%)
USD |
OTCM |
May 03, 16:00
Rand Worldwide Max Drawdown (5Y): 35.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 35.71% |
March 31, 2024 | 35.71% |
February 29, 2024 | 35.71% |
January 31, 2024 | 35.71% |
December 31, 2023 | 35.71% |
November 30, 2023 | 35.71% |
October 31, 2023 | 30.61% |
September 30, 2023 | 28.34% |
August 31, 2023 | 28.34% |
July 31, 2023 | 28.34% |
June 30, 2023 | 28.34% |
May 31, 2023 | 28.34% |
April 30, 2023 | 28.34% |
March 31, 2023 | 28.34% |
February 28, 2023 | 28.34% |
January 31, 2023 | 28.34% |
December 31, 2022 | 28.34% |
November 30, 2022 | 28.34% |
October 31, 2022 | 28.34% |
September 30, 2022 | 28.34% |
August 31, 2022 | 28.34% |
July 31, 2022 | 28.34% |
June 30, 2022 | 28.34% |
May 31, 2022 | 28.34% |
April 30, 2022 | 28.34% |
Date | Value |
---|---|
March 31, 2022 | 28.34% |
February 28, 2022 | 28.34% |
January 31, 2022 | 28.34% |
December 31, 2021 | 28.34% |
November 30, 2021 | 28.34% |
October 31, 2021 | 28.34% |
September 30, 2021 | 28.34% |
August 31, 2021 | 28.34% |
July 31, 2021 | 28.34% |
June 30, 2021 | 28.34% |
May 31, 2021 | 28.34% |
April 30, 2021 | 28.34% |
March 31, 2021 | 28.34% |
February 28, 2021 | 28.34% |
January 31, 2021 | 28.34% |
December 31, 2020 | 28.34% |
November 30, 2020 | 28.34% |
October 31, 2020 | 28.34% |
September 30, 2020 | 28.34% |
August 31, 2020 | 28.34% |
July 31, 2020 | 28.34% |
June 30, 2020 | 28.34% |
May 31, 2020 | 28.34% |
April 30, 2020 | 28.34% |
March 31, 2020 | 28.34% |
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
24.69%
Minimum
May 2019
35.71%
Maximum
Nov 2023
28.51%
Average
28.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
American Software Inc | 68.64% |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 28.35 |
Beta (5Y) | 0.0957 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.84% |
Historical Sharpe Ratio (5Y) | 1.056 |
Historical Sortino (5Y) | 1.229 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.68% |