Reckitt Benckiser Group PLC (RBGLY)

11.99 -0.11 (-0.91%) USD  |  OTCM  |  Dec 30, 16:00
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Reckitt Benckiser Group Max Drawdown (5Y): 44.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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British American Tobacco PLC 56.33%
Unilever PLC 30.13%
Imperial Brands PLC 65.12%
Tesco PLC 45.85%
Coca-Cola Europacific Partners PLC 48.77%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.20
Beta (5Y) 0.4400
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.60%
Historical Sharpe Ratio (5Y) -0.1834
Historical Sortino (5Y) -0.2536
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.04%