Ryman Healthcare Ltd (RYHTY)
11.25
0.00 (0.00%)
USD |
OTCM |
May 20, 16:00
Ryman Healthcare Max Drawdown (5Y): 77.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.34% |
March 31, 2024 | 76.27% |
February 29, 2024 | 76.27% |
January 31, 2024 | 76.27% |
December 31, 2023 | 76.27% |
November 30, 2023 | 76.27% |
October 31, 2023 | 76.27% |
September 30, 2023 | 76.27% |
August 31, 2023 | 76.27% |
July 31, 2023 | 76.27% |
June 30, 2023 | 76.27% |
May 31, 2023 | 76.27% |
April 30, 2023 | 76.27% |
March 31, 2023 | 76.27% |
February 28, 2023 | 70.60% |
January 31, 2023 | 70.60% |
December 31, 2022 | 70.60% |
November 30, 2022 | 63.38% |
October 31, 2022 | 59.48% |
September 30, 2022 | 59.48% |
August 31, 2022 | 59.48% |
July 31, 2022 | 59.48% |
June 30, 2022 | 59.48% |
May 31, 2022 | 59.48% |
April 30, 2022 | 59.48% |
Date | Value |
---|---|
March 31, 2022 | 59.48% |
February 28, 2022 | 59.48% |
January 31, 2022 | 59.48% |
December 31, 2021 | 59.48% |
November 30, 2021 | 59.48% |
October 31, 2021 | 59.48% |
September 30, 2021 | 59.48% |
August 31, 2021 | 59.48% |
July 31, 2021 | 59.48% |
June 30, 2021 | 59.48% |
May 31, 2021 | 59.48% |
April 30, 2021 | 59.48% |
March 31, 2021 | 59.48% |
February 28, 2021 | 59.48% |
January 31, 2021 | 59.48% |
December 31, 2020 | 59.48% |
November 30, 2020 | 59.48% |
October 31, 2020 | 59.48% |
September 30, 2020 | 59.48% |
August 31, 2020 | 59.48% |
July 31, 2020 | 59.48% |
June 30, 2020 | 59.48% |
May 31, 2020 | 59.48% |
April 30, 2020 | 59.48% |
March 31, 2020 | 59.48% |
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
36.20%
Minimum
May 2019
77.34%
Maximum
Apr 2024
60.16%
Average
59.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fisher & Paykel Healthcare Corp Ltd | 60.30% |
Volpara Health Technologies Ltd | 80.07% |
Pacific Edge Ltd | 97.93% |
Summerset Group Holdings Ltd | 21.57% |
Green Cross Health Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.42 |
Beta (5Y) | 1.180 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.70% |
Historical Sharpe Ratio (5Y) | -0.4981 |
Historical Sortino (5Y) | -0.6883 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.84% |