Radiant Logistics Inc (RLGT)
5.34
+0.09
(+1.71%)
USD |
NYAM |
May 31, 16:00
5.35
+0.01
(+0.19%)
After-Hours: 20:00
Radiant Logistics Max Drawdown (5Y): 60.03% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 60.03% |
April 30, 2024 | 60.03% |
March 31, 2024 | 60.03% |
February 29, 2024 | 60.03% |
January 31, 2024 | 60.03% |
December 31, 2023 | 60.03% |
November 30, 2023 | 60.03% |
October 31, 2023 | 60.03% |
September 30, 2023 | 60.03% |
August 31, 2023 | 60.03% |
July 31, 2023 | 60.03% |
June 30, 2023 | 60.03% |
May 31, 2023 | 60.03% |
April 30, 2023 | 60.03% |
March 31, 2023 | 60.03% |
February 28, 2023 | 60.03% |
January 31, 2023 | 60.03% |
December 31, 2022 | 60.03% |
November 30, 2022 | 60.03% |
October 31, 2022 | 60.03% |
September 30, 2022 | 60.03% |
August 31, 2022 | 60.03% |
July 31, 2022 | 60.03% |
June 30, 2022 | 60.03% |
May 31, 2022 | 60.03% |
Date | Value |
---|---|
April 30, 2022 | 60.03% |
March 31, 2022 | 60.03% |
February 28, 2022 | 60.03% |
January 31, 2022 | 60.03% |
December 31, 2021 | 60.03% |
November 30, 2021 | 60.03% |
October 31, 2021 | 60.03% |
September 30, 2021 | 60.03% |
August 31, 2021 | 68.40% |
July 31, 2021 | 68.40% |
June 30, 2021 | 68.53% |
May 31, 2021 | 68.53% |
April 30, 2021 | 68.53% |
March 31, 2021 | 68.53% |
February 28, 2021 | 68.53% |
January 31, 2021 | 68.53% |
December 31, 2020 | 68.53% |
November 30, 2020 | 68.53% |
October 31, 2020 | 68.53% |
September 30, 2020 | 68.53% |
August 31, 2020 | 68.53% |
July 31, 2020 | 68.53% |
June 30, 2020 | 68.53% |
May 31, 2020 | 68.53% |
April 30, 2020 | 68.53% |
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
60.03%
Minimum
Sep 2021
68.53%
Maximum
Jun 2019
63.85%
Average
60.03%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
C.H. Robinson Worldwide Inc | 40.56% |
Forward Air Corp | 89.95% |
Hub Group Inc | 37.59% |
Singularity Future Technology Ltd | 98.97% |
Armlogi Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.84 |
Beta (5Y) | 0.825 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.21% |
Historical Sharpe Ratio (5Y) | -0.1488 |
Historical Sortino (5Y) | -0.2733 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.49% |