RFIL RF Industrie...

Fundamental Data

Get detailed Fundamental insights of RF Industries Ltd. and compare it to the S&P500.
YTD Return
RFIL +23.03%
vs.
SPY +18.88%
1-Year Return
RFIL +27.21%
vs.
SPY +27.37%
3-Year Return
RFIL -15.49%
vs.
SPY +5.69%

Worst 10 Drawdowns of RFIL

Started Recovered Drawdown Days
Aug 24, 2018 Sep 19, 2024 -79.10% 2219
Jan 27, 2015 Apr 10, 2018 -70.83% 1170
Jun 1, 2018 Jun 8, 2018 -19.58% 8
Jun 12, 2018 Jul 17, 2018 -14.37% 36
Apr 17, 2018 May 9, 2018 -9.17% 23
Aug 13, 2018 Aug 17, 2018 -8.72% 5
Jul 19, 2018 Jul 25, 2018 -8.56% 7
Jan 16, 2015 Jan 20, 2015 -3.29% 5
Jul 27, 2018 Jul 30, 2018 -3.05% 4
May 25, 2018 May 25, 2018 -2.94% 1

RFIL vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 19, 2024

Annual Return (%)

RFIL
S&P500
Metric RFIL S&P500
Cumulative Return -7.65% +175.06%
Compound Annual Growth Rate (CAGR) -0.56% +7.46%
Sharpe 0.23 0.67
Sortino 0.36 0.94
Max Drawdown -79.1% -34.1%
Longest Drawdown Days 2219 745
Volatility (ann.) 50.88% 17.84%
Correlation 20.42% -
R^2 0.04 -
Calmar -0.01 0.22
Skew 1.38 -0.55
Kurtosis 20.41 12.47
Expected Daily +0% +0.04%
Expected Monthly -0.07% +0.87%
Expected Yearly -0.79% +10.65%
Kelly Criterion -0.37% 3.54%
Risk of Ruin 0% 0%
Daily Value-at-Risk -5.23% -1.80%
Expected Shortfall (cVaR) -5.23% -1.80%
Max Consecutive Wins 9 9
Max Consecutive Losses 10 8
Gain/Pain Ratio 0.05 0.14
Gain/Pain (1M) 0.23 0.78
Payoff Ratio 1.03 0.90
Profit Factor 1.05 1.14
Outlier Win Ratio 2.97 8.05
Outlier Loss Ratio 2.44 6.93
MTD -0.80% +1.30%
3M +10.65% +4.10%
6M +23.84% +10.18%
Best Day +37.68% +9.06%
Worst Day -21.89% -10.94%
Best Month +46.03% +12.70%
Worst Month -39.83% -13.00%
Best Year +168.89% +28.79%
Worst Year -60.23% -19.48%
Avg. Drawdown -14.93% -1.83%
Avg. Drawdown Days 232 22
Recovery Factor 1.45 3.42
Ulcer Index 0.51 0.08
Avg. Up Month +11.30% +3.42%
Avg. Down Month -8.28% -4.04%
Win Days 49.15% 54.35%
Win Month 46.96% 67.52%
Win Quarter 48.72% 76.92%
Win Year 50.00% 70.00%