Royal Caribbean Group (RCL)
237.57
+1.70
(+0.72%)
USD |
NYSE |
Nov 21, 16:00
237.61
+0.04
(+0.02%)
After-Hours: 20:00
Royal Caribbean Group Max Drawdown (5Y): 83.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 83.27% |
September 30, 2024 | 83.27% |
August 31, 2024 | 83.27% |
July 31, 2024 | 83.27% |
June 30, 2024 | 83.27% |
May 31, 2024 | 83.27% |
April 30, 2024 | 83.27% |
March 31, 2024 | 83.27% |
February 29, 2024 | 83.27% |
January 31, 2024 | 83.27% |
December 31, 2023 | 83.27% |
November 30, 2023 | 83.27% |
October 31, 2023 | 83.27% |
September 30, 2023 | 83.27% |
August 31, 2023 | 83.27% |
July 31, 2023 | 83.27% |
June 30, 2023 | 83.27% |
May 31, 2023 | 83.27% |
April 30, 2023 | 83.27% |
March 31, 2023 | 83.27% |
February 28, 2023 | 83.27% |
January 31, 2023 | 83.27% |
December 31, 2022 | 83.27% |
November 30, 2022 | 83.27% |
October 31, 2022 | 83.27% |
Date | Value |
---|---|
September 30, 2022 | 83.27% |
August 31, 2022 | 83.27% |
July 31, 2022 | 83.27% |
June 30, 2022 | 83.27% |
May 31, 2022 | 83.27% |
April 30, 2022 | 83.27% |
March 31, 2022 | 83.27% |
February 28, 2022 | 83.27% |
January 31, 2022 | 83.27% |
December 31, 2021 | 83.27% |
November 30, 2021 | 83.27% |
October 31, 2021 | 83.27% |
September 30, 2021 | 83.27% |
August 31, 2021 | 83.27% |
July 31, 2021 | 83.27% |
June 30, 2021 | 83.27% |
May 31, 2021 | 83.27% |
April 30, 2021 | 83.27% |
March 31, 2021 | 83.27% |
February 28, 2021 | 83.27% |
January 31, 2021 | 83.27% |
December 31, 2020 | 83.27% |
November 30, 2020 | 83.27% |
October 31, 2020 | 83.27% |
September 30, 2020 | 83.27% |
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
35.60%
Minimum
Nov 2019
83.27%
Maximum
Mar 2020
80.21%
Average
83.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Carnival Corp | 90.36% |
Norwegian Cruise Line Holdings Ltd | 87.81% |
Hilton Worldwide Holdings Inc | 50.82% |
Travel+Leisure Co | 67.77% |
Eightco Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.70 |
Beta (5Y) | 2.592 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.97% |
Historical Sharpe Ratio (5Y) | 0.1754 |
Historical Sortino (5Y) | 0.2381 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.97% |