RE/MAX Holdings Inc (RMAX)
8.23
-0.39
(-4.52%)
USD |
NYSE |
Jun 14, 16:00
8.25
+0.02
(+0.24%)
Pre-Market: 20:00
RE/MAX Holdings Max Drawdown (5Y): 82.00% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 82.00% |
April 30, 2024 | 82.00% |
March 31, 2024 | 81.08% |
February 29, 2024 | 79.08% |
January 31, 2024 | 77.39% |
December 31, 2023 | 77.39% |
November 30, 2023 | 77.39% |
October 31, 2023 | 77.39% |
September 30, 2023 | 77.39% |
August 31, 2023 | 77.39% |
July 31, 2023 | 77.39% |
June 30, 2023 | 77.39% |
May 31, 2023 | 77.39% |
April 30, 2023 | 77.39% |
March 31, 2023 | 77.39% |
February 28, 2023 | 77.39% |
January 31, 2023 | 77.39% |
December 31, 2022 | 77.39% |
November 30, 2022 | 77.39% |
October 31, 2022 | 77.39% |
September 30, 2022 | 77.39% |
August 31, 2022 | 77.39% |
July 31, 2022 | 77.39% |
June 30, 2022 | 77.39% |
May 31, 2022 | 77.39% |
Date | Value |
---|---|
April 30, 2022 | 77.39% |
March 31, 2022 | 77.39% |
February 28, 2022 | 77.39% |
January 31, 2022 | 77.39% |
December 31, 2021 | 77.39% |
November 30, 2021 | 77.39% |
October 31, 2021 | 77.39% |
September 30, 2021 | 77.39% |
August 31, 2021 | 77.39% |
July 31, 2021 | 77.39% |
June 30, 2021 | 77.39% |
May 31, 2021 | 77.39% |
April 30, 2021 | 77.39% |
March 31, 2021 | 77.39% |
February 28, 2021 | 77.39% |
January 31, 2021 | 77.39% |
December 31, 2020 | 77.39% |
November 30, 2020 | 77.39% |
October 31, 2020 | 77.39% |
September 30, 2020 | 77.39% |
August 31, 2020 | 77.39% |
July 31, 2020 | 77.39% |
June 30, 2020 | 77.39% |
May 31, 2020 | 77.39% |
April 30, 2020 | 77.39% |
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
57.10%
Minimum
Jun 2019
82.00%
Maximum
Apr 2024
75.06%
Average
77.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Prologis Inc | 42.07% |
CoStar Group Inc | 46.59% |
Extra Space Storage Inc | 51.37% |
New York Mortgage Trust Inc | 84.01% |
Ventas Inc | 76.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -41.35 |
Beta (5Y) | 1.362 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.93% |
Historical Sharpe Ratio (5Y) | -0.4834 |
Historical Sortino (5Y) | -0.7734 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.60% |