RELX PLC (RELX)
41.21
-0.02
(-0.05%)
USD |
NYSE |
May 02, 16:00
41.21
0.00 (0.00%)
After-Hours: 20:00
RELX Max Drawdown (5Y): 37.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.75% |
March 31, 2024 | 37.75% |
February 29, 2024 | 37.75% |
January 31, 2024 | 37.75% |
December 31, 2023 | 37.75% |
November 30, 2023 | 37.75% |
October 31, 2023 | 37.75% |
September 30, 2023 | 37.75% |
August 31, 2023 | 37.75% |
July 31, 2023 | 37.75% |
June 30, 2023 | 37.75% |
May 31, 2023 | 37.75% |
April 30, 2023 | 37.75% |
March 31, 2023 | 37.75% |
February 28, 2023 | 37.75% |
January 31, 2023 | 37.75% |
December 31, 2022 | 37.75% |
November 30, 2022 | 37.75% |
October 31, 2022 | 37.75% |
September 30, 2022 | 37.75% |
August 31, 2022 | 37.75% |
July 31, 2022 | 37.75% |
June 30, 2022 | 37.75% |
May 31, 2022 | 37.75% |
April 30, 2022 | 37.75% |
Date | Value |
---|---|
March 31, 2022 | 37.75% |
February 28, 2022 | 37.75% |
January 31, 2022 | 37.75% |
December 31, 2021 | 37.75% |
November 30, 2021 | 37.75% |
October 31, 2021 | 37.75% |
September 30, 2021 | 37.75% |
August 31, 2021 | 37.75% |
July 31, 2021 | 37.75% |
June 30, 2021 | 37.75% |
May 31, 2021 | 37.75% |
April 30, 2021 | 37.75% |
March 31, 2021 | 37.75% |
February 28, 2021 | 37.75% |
January 31, 2021 | 37.75% |
December 31, 2020 | 37.75% |
November 30, 2020 | 37.75% |
October 31, 2020 | 37.75% |
September 30, 2020 | 37.75% |
August 31, 2020 | 37.75% |
July 31, 2020 | 37.75% |
June 30, 2020 | 37.75% |
May 31, 2020 | 37.75% |
April 30, 2020 | 37.75% |
March 31, 2020 | 37.75% |
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
17.87%
Minimum
May 2019
37.75%
Maximum
Mar 2020
34.44%
Average
37.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pentair PLC | 67.99% |
KNOT Offshore Partners LP | 74.53% |
Rentokil Initial PLC | 43.66% |
CNH Industrial NV | 65.82% |
Ferguson PLC | 55.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.732 |
Beta (5Y) | 0.8329 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.08% |
Historical Sharpe Ratio (5Y) | 0.564 |
Historical Sortino (5Y) | 0.7013 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.44% |