Royal Caribbean Group (RCL)
140.90
-0.84
(-0.59%)
USD |
NYSE |
May 10, 14:21
Royal Caribbean Group Max Drawdown (5Y): 83.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 83.27% |
July 31, 2020 | 83.27% |
June 30, 2020 | 83.27% |
May 31, 2020 | 83.27% |
April 30, 2020 | 83.27% |
March 31, 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
May 2019
83.27%
Maximum
Mar 2020
75.45%
Average
83.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Carnival Corp | 90.36% |
Norwegian Cruise Line Holdings Ltd | 87.81% |
Ralph Lauren Corp | 55.18% |
Hyatt Hotels Corp | 60.53% |
General Motors Co | 59.94% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.32 |
Beta (5Y) | 2.496 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.75% |
Historical Sharpe Ratio (5Y) | 0.0225 |
Historical Sortino (5Y) | 0.0311 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.97% |