RTL Group SA (RGLXY)
2.97
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
RTL Group Max Drawdown (5Y): 64.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.31% |
March 31, 2024 | 64.31% |
February 29, 2024 | 64.31% |
January 31, 2024 | 64.31% |
December 31, 2023 | 64.31% |
November 30, 2023 | 64.31% |
October 31, 2023 | 64.31% |
September 30, 2023 | 64.31% |
August 31, 2023 | 64.31% |
July 31, 2023 | 64.31% |
June 30, 2023 | 64.31% |
May 31, 2023 | 64.31% |
April 30, 2023 | 64.31% |
March 31, 2023 | 64.31% |
February 28, 2023 | 64.31% |
January 31, 2023 | 64.31% |
December 31, 2022 | 64.31% |
November 30, 2022 | 64.31% |
October 31, 2022 | 64.31% |
September 30, 2022 | 64.31% |
August 31, 2022 | 64.31% |
July 31, 2022 | 64.31% |
June 30, 2022 | 64.31% |
May 31, 2022 | 64.31% |
April 30, 2022 | 64.31% |
Date | Value |
---|---|
March 31, 2022 | 64.31% |
February 28, 2022 | 64.31% |
January 31, 2022 | 64.31% |
December 31, 2021 | 64.31% |
November 30, 2021 | 64.31% |
October 31, 2021 | 64.31% |
September 30, 2021 | 64.31% |
August 31, 2021 | 64.31% |
July 31, 2021 | 64.31% |
June 30, 2021 | 64.31% |
May 31, 2021 | 64.31% |
April 30, 2021 | 64.31% |
March 31, 2021 | 64.31% |
February 28, 2021 | 64.31% |
January 31, 2021 | 64.31% |
December 31, 2020 | 64.31% |
November 30, 2020 | 64.31% |
October 31, 2020 | 64.31% |
September 30, 2020 | 64.31% |
August 31, 2020 | 64.31% |
July 31, 2020 | 64.31% |
June 30, 2020 | 64.31% |
May 31, 2020 | 64.31% |
April 30, 2020 | 64.31% |
March 31, 2020 | 61.12% |
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
46.98%
Minimum
May 2019
64.31%
Maximum
Apr 2020
61.44%
Average
64.31%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Millicom International Cellular SA | 77.89% |
SES SA | 80.35% |
Spotify Technology SA | 80.51% |
Inuvo Inc | 95.07% |
Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.06 |
Beta (5Y) | 0.4078 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.47% |
Historical Sharpe Ratio (5Y) | -0.2471 |
Historical Sortino (5Y) | -0.3529 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.11% |