Rightmove PLC (RTMVY)
13.29
+0.25
(+1.92%)
USD |
OTCM |
May 02, 16:00
Rightmove Max Drawdown (5Y): 53.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.77% |
March 31, 2024 | 53.77% |
February 29, 2024 | 53.77% |
January 31, 2024 | 53.77% |
December 31, 2023 | 53.77% |
November 30, 2023 | 53.77% |
October 31, 2023 | 53.77% |
September 30, 2023 | 53.77% |
August 31, 2023 | 53.77% |
July 31, 2023 | 53.77% |
June 30, 2023 | 53.77% |
May 31, 2023 | 53.77% |
April 30, 2023 | 53.77% |
March 31, 2023 | 53.77% |
February 28, 2023 | 53.77% |
January 31, 2023 | 53.77% |
December 31, 2022 | 53.77% |
November 30, 2022 | 53.77% |
October 31, 2022 | 53.77% |
September 30, 2022 | 51.84% |
August 31, 2022 | 49.40% |
July 31, 2022 | 49.40% |
June 30, 2022 | 49.40% |
May 31, 2022 | 49.40% |
April 30, 2022 | 49.40% |
Date | Value |
---|---|
March 31, 2022 | 49.40% |
February 28, 2022 | 49.40% |
January 31, 2022 | 49.40% |
December 31, 2021 | 49.40% |
November 30, 2021 | 49.40% |
October 31, 2021 | 49.40% |
September 30, 2021 | 49.40% |
August 31, 2021 | 49.40% |
July 31, 2021 | 49.40% |
June 30, 2021 | 49.40% |
May 31, 2021 | 49.40% |
April 30, 2021 | 49.40% |
March 31, 2021 | 49.40% |
February 28, 2021 | 49.40% |
January 31, 2021 | 49.40% |
December 31, 2020 | 49.40% |
November 30, 2020 | 49.40% |
October 31, 2020 | 49.40% |
September 30, 2020 | 49.40% |
August 31, 2020 | 49.40% |
July 31, 2020 | 49.40% |
June 30, 2020 | 49.40% |
May 31, 2020 | 49.40% |
April 30, 2020 | 49.40% |
March 31, 2020 | 49.40% |
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
34.10%
Minimum
May 2019
53.77%
Maximum
Oct 2022
48.28%
Average
49.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Liberty Global Ltd | 71.81% |
Pearson PLC | 68.85% |
Vodafone Group PLC | 61.13% |
WPP PLC | 72.87% |
IHS Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.30 |
Beta (5Y) | 1.234 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.12% |
Historical Sharpe Ratio (5Y) | -0.0727 |
Historical Sortino (5Y) | -0.0994 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.95% |