NatWest Group Plc (RBSPF)
9.42
+0.17
(+1.78%)
USD |
OTCM |
Aug 24, 16:00
NatWest Group Max Drawdown (5Y) : 38.43% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 38.43% |
| June 30, 2026 | 38.43% |
| May 31, 2026 | 38.43% |
| April 30, 2026 | 38.43% |
| March 31, 2026 | 38.43% |
| February 28, 2026 | 38.43% |
| January 31, 2026 | 42.99% |
| December 31, 2025 | 42.99% |
| November 30, 2025 | 48.49% |
| October 31, 2025 | 62.05% |
| September 30, 2025 | 67.65% |
| August 31, 2025 | 71.46% |
| July 31, 2025 | 71.46% |
| June 30, 2025 | 71.46% |
| May 31, 2025 | 71.46% |
| April 30, 2025 | 74.92% |
| March 31, 2025 | 74.92% |
| February 28, 2025 | 76.16% |
| January 31, 2025 | 76.16% |
| December 31, 2024 | 76.16% |
| November 30, 2024 | 76.16% |
| October 31, 2024 | 76.16% |
| September 30, 2024 | 76.16% |
| August 31, 2024 | 76.16% |
| July 31, 2024 | 76.16% |
| Date | Value |
|---|---|
| June 30, 2024 | 76.16% |
| May 31, 2024 | 76.16% |
| April 30, 2024 | 76.16% |
| March 31, 2024 | 76.16% |
| February 29, 2024 | 76.16% |
| January 31, 2024 | 76.16% |
| December 31, 2023 | 76.16% |
| November 30, 2023 | 76.16% |
| October 31, 2023 | 76.16% |
| September 30, 2023 | 76.16% |
| August 31, 2023 | 76.16% |
| July 31, 2023 | 76.16% |
| June 30, 2023 | 76.16% |
| May 31, 2023 | 76.16% |
| April 30, 2023 | 76.16% |
| March 31, 2023 | 76.16% |
| February 28, 2023 | 76.16% |
| January 31, 2023 | 76.16% |
| December 31, 2022 | 76.16% |
| November 30, 2022 | 76.16% |
| October 31, 2022 | 76.16% |
| September 30, 2022 | 76.16% |
| August 31, 2022 | 76.16% |
| July 31, 2022 | 76.16% |
| June 30, 2022 | 76.16% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| HSBC Holdings Plc | 46.86% |
| Barclays PLC | 48.18% |
| Lloyds Banking Group Plc | 51.33% |
| Close Brothers Group plc | 88.50% |
| Lion Finance Group Plc | 27.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.99 |
| Beta (5Y) | 0.9141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.57% |
| Historical Sharpe Ratio (5Y) | 1.026 |
| Historical Sortino (5Y) | 1.764 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.31% |