RTL Group SA (RGLXY)

3.18 +0.74 (+30.33%) USD  |  OTCM  |  Dec 23, 16:00
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RTL Group Max Drawdown (5Y): 64.31% 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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Millicom International Cellular SA 80.28%
SES SA 80.97%
Spotify Technology SA 80.51%
Mega Matrix Inc 95.39%
Globalstar Inc 92.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.82
Beta (5Y) 0.3964
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.30%
Historical Sharpe Ratio (5Y) -0.1903
Historical Sortino (5Y) -0.2772
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.86%