RELX PLC (RELX)

45.58 +0.11 (+0.24%) USD  |  NYSE  |  Dec 23, 16:00
45.58 0.00 (0.00%) After-Hours: 20:00
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RELX Max Drawdown (5Y): 37.75% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Hays PLC 55.29%
Serco Group PLC 44.39%
Pentair PLC 52.22%
KNOT Offshore Partners LP 74.53%
Rentokil Initial PLC 44.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.302
Beta (5Y) 0.8909
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.08%
Historical Sharpe Ratio (5Y) 0.6154
Historical Sortino (5Y) 0.7564
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.44%