Reckitt Benckiser Group PLC (RBGPF)
56.28
-2.22
(-3.79%)
USD |
OTCM |
May 22, 15:26
Reckitt Benckiser Group Max Drawdown (5Y): 44.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.76% |
| March 31, 2024 | 43.01% |
| February 29, 2024 | 35.97% |
| January 31, 2024 | 35.97% |
| December 31, 2023 | 35.97% |
| November 30, 2023 | 35.97% |
| October 31, 2023 | 35.97% |
| September 30, 2023 | 35.97% |
| August 31, 2023 | 35.97% |
| July 31, 2023 | 35.97% |
| June 30, 2023 | 35.97% |
| May 31, 2023 | 35.97% |
| April 30, 2023 | 35.97% |
| March 31, 2023 | 35.97% |
| February 28, 2023 | 35.97% |
| January 31, 2023 | 35.97% |
| December 31, 2022 | 35.97% |
| November 30, 2022 | 35.97% |
| October 31, 2022 | 35.97% |
| September 30, 2022 | 35.97% |
| August 31, 2022 | 35.97% |
| July 31, 2022 | 35.97% |
| June 30, 2022 | 35.97% |
| May 31, 2022 | 35.97% |
| April 30, 2022 | 35.97% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.97% |
| February 28, 2022 | 35.97% |
| January 31, 2022 | 35.97% |
| December 31, 2021 | 35.97% |
| November 30, 2021 | 35.97% |
| October 31, 2021 | 35.97% |
| September 30, 2021 | 35.97% |
| August 31, 2021 | 35.97% |
| July 31, 2021 | 35.97% |
| June 30, 2021 | 35.97% |
| May 31, 2021 | 35.97% |
| April 30, 2021 | 35.97% |
| March 31, 2021 | 35.97% |
| February 28, 2021 | 35.97% |
| January 31, 2021 | 35.97% |
| December 31, 2020 | 35.97% |
| November 30, 2020 | 35.97% |
| October 31, 2020 | 35.97% |
| September 30, 2020 | 35.97% |
| August 31, 2020 | 35.97% |
| July 31, 2020 | 35.97% |
| June 30, 2020 | 35.97% |
| May 31, 2020 | 35.97% |
| April 30, 2020 | 35.97% |
| March 31, 2020 | 35.97% |
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
27.25%
Minimum
May 2019
44.76%
Maximum
Apr 2024
35.04%
Average
35.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Coca-Cola Europacific Partners PLC | 48.77% |
| Diageo PLC | 41.15% |
| Unilever PLC | 30.13% |
| Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.36 |
| Beta (5Y) | 0.4231 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.66% |
| Historical Sharpe Ratio (5Y) | -0.2809 |
| Historical Sortino (5Y) | -0.3958 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.87% |