Rayonier Inc (RYN)
30.28
+0.13
(+0.43%)
USD |
NYSE |
Nov 21, 16:00
30.26
-0.02
(-0.07%)
After-Hours: 20:00
Rayonier Max Drawdown (5Y): 49.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.85% |
| September 30, 2024 | 49.85% |
| August 31, 2024 | 49.85% |
| July 31, 2024 | 49.85% |
| June 30, 2024 | 49.85% |
| May 31, 2024 | 49.85% |
| April 30, 2024 | 49.85% |
| March 31, 2024 | 49.85% |
| February 29, 2024 | 49.85% |
| January 31, 2024 | 49.85% |
| December 31, 2023 | 49.85% |
| November 30, 2023 | 49.85% |
| October 31, 2023 | 49.85% |
| September 30, 2023 | 49.85% |
| August 31, 2023 | 49.85% |
| July 31, 2023 | 49.85% |
| June 30, 2023 | 49.85% |
| May 31, 2023 | 49.85% |
| April 30, 2023 | 49.85% |
| March 31, 2023 | 49.85% |
| February 28, 2023 | 49.85% |
| January 31, 2023 | 49.85% |
| December 31, 2022 | 49.85% |
| November 30, 2022 | 49.85% |
| October 31, 2022 | 49.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.85% |
| August 31, 2022 | 49.85% |
| July 31, 2022 | 49.85% |
| June 30, 2022 | 49.85% |
| May 31, 2022 | 49.85% |
| April 30, 2022 | 49.85% |
| March 31, 2022 | 49.85% |
| February 28, 2022 | 49.85% |
| January 31, 2022 | 49.85% |
| December 31, 2021 | 49.85% |
| November 30, 2021 | 49.85% |
| October 31, 2021 | 49.85% |
| September 30, 2021 | 50.69% |
| August 31, 2021 | 50.69% |
| July 31, 2021 | 50.69% |
| June 30, 2021 | 50.69% |
| May 31, 2021 | 52.43% |
| April 30, 2021 | 53.07% |
| March 31, 2021 | 54.08% |
| February 28, 2021 | 59.00% |
| January 31, 2021 | 64.18% |
| December 31, 2020 | 65.01% |
| November 30, 2020 | 65.01% |
| October 31, 2020 | 65.01% |
| September 30, 2020 | 65.01% |
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
49.85%
Minimum
Oct 2021
65.01%
Maximum
Nov 2019
54.00%
Average
49.85%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Federal Realty Investment Trust | 56.51% |
| PotlatchDeltic Corp | 50.09% |
| New Concept Energy Inc | 96.36% |
| New England Realty Associates LP | 41.91% |
| Belpointe PREP LLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.085 |
| Beta (5Y) | 1.046 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.98% |
| Historical Sharpe Ratio (5Y) | 0.1639 |
| Historical Sortino (5Y) | 0.2551 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.93% |