Ralph Lauren Corp (RL)
166.64
+1.72
(+1.04%)
USD |
NYSE |
May 03, 16:00
166.63
-0.01
(-0.01%)
Pre-Market: 07:51
Ralph Lauren Max Drawdown (5Y): 55.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.18% |
March 31, 2024 | 55.18% |
February 29, 2024 | 55.18% |
January 31, 2024 | 55.18% |
December 31, 2023 | 55.18% |
November 30, 2023 | 55.18% |
October 31, 2023 | 55.18% |
September 30, 2023 | 55.18% |
August 31, 2023 | 55.18% |
July 31, 2023 | 55.18% |
June 30, 2023 | 55.18% |
May 31, 2023 | 55.18% |
April 30, 2023 | 55.18% |
March 31, 2023 | 55.18% |
February 28, 2023 | 55.18% |
January 31, 2023 | 55.18% |
December 31, 2022 | 55.18% |
November 30, 2022 | 55.18% |
October 31, 2022 | 55.18% |
September 30, 2022 | 55.18% |
August 31, 2022 | 55.18% |
July 31, 2022 | 55.18% |
June 30, 2022 | 55.18% |
May 31, 2022 | 57.46% |
April 30, 2022 | 60.26% |
Date | Value |
---|---|
March 31, 2022 | 61.38% |
February 28, 2022 | 63.01% |
January 31, 2022 | 63.01% |
December 31, 2021 | 63.01% |
November 30, 2021 | 63.01% |
October 31, 2021 | 63.01% |
September 30, 2021 | 63.01% |
August 31, 2021 | 63.01% |
July 31, 2021 | 63.01% |
June 30, 2021 | 63.01% |
May 31, 2021 | 63.01% |
April 30, 2021 | 63.01% |
March 31, 2021 | 63.01% |
February 28, 2021 | 63.01% |
January 31, 2021 | 63.01% |
December 31, 2020 | 63.01% |
November 30, 2020 | 63.01% |
October 31, 2020 | 63.01% |
September 30, 2020 | 63.01% |
August 31, 2020 | 63.01% |
July 31, 2020 | 63.01% |
June 30, 2020 | 63.01% |
May 31, 2020 | 63.01% |
April 30, 2020 | 63.01% |
March 31, 2020 | 63.01% |
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
55.18%
Minimum
Jun 2022
63.01%
Maximum
May 2019
59.84%
Average
63.01%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Tapestry Inc | 78.88% |
Crocs Inc | 75.18% |
PVH Corp | 82.68% |
Royal Caribbean Group | 83.27% |
Under Armour Inc | 85.19% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.71 |
Beta (5Y) | 1.555 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.50% |
Historical Sharpe Ratio (5Y) | 0.1199 |
Historical Sortino (5Y) | 0.1805 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.23% |