Ralph Lauren Corp (RL)
221.70
+13.66
(+6.57%)
USD |
NYSE |
Nov 07, 16:00
223.13
+1.43
(+0.65%)
Pre-Market: 07:44
Ralph Lauren Max Drawdown (5Y): 55.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.18% |
| September 30, 2024 | 55.18% |
| August 31, 2024 | 55.18% |
| July 31, 2024 | 55.18% |
| June 30, 2024 | 55.18% |
| May 31, 2024 | 55.18% |
| April 30, 2024 | 55.18% |
| March 31, 2024 | 55.18% |
| February 29, 2024 | 55.18% |
| January 31, 2024 | 55.18% |
| December 31, 2023 | 55.18% |
| November 30, 2023 | 55.18% |
| October 31, 2023 | 55.18% |
| September 30, 2023 | 55.18% |
| August 31, 2023 | 55.18% |
| July 31, 2023 | 55.18% |
| June 30, 2023 | 55.18% |
| May 31, 2023 | 55.18% |
| April 30, 2023 | 55.18% |
| March 31, 2023 | 55.18% |
| February 28, 2023 | 55.18% |
| January 31, 2023 | 55.18% |
| December 31, 2022 | 55.18% |
| November 30, 2022 | 55.18% |
| October 31, 2022 | 55.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.18% |
| August 31, 2022 | 55.18% |
| July 31, 2022 | 55.18% |
| June 30, 2022 | 55.18% |
| May 31, 2022 | 57.46% |
| April 30, 2022 | 60.26% |
| March 31, 2022 | 61.38% |
| February 28, 2022 | 63.01% |
| January 31, 2022 | 63.01% |
| December 31, 2021 | 63.01% |
| November 30, 2021 | 63.01% |
| October 31, 2021 | 63.01% |
| September 30, 2021 | 63.01% |
| August 31, 2021 | 63.01% |
| July 31, 2021 | 63.01% |
| June 30, 2021 | 63.01% |
| May 31, 2021 | 63.01% |
| April 30, 2021 | 63.01% |
| March 31, 2021 | 63.01% |
| February 28, 2021 | 63.01% |
| January 31, 2021 | 63.01% |
| December 31, 2020 | 63.01% |
| November 30, 2020 | 63.01% |
| October 31, 2020 | 63.01% |
| September 30, 2020 | 63.01% |
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
55.18%
Minimum
Jun 2022
63.01%
Maximum
Nov 2019
59.06%
Average
58.86%
Median
Max Drawdown (5Y) Benchmarks
| Movado Group Inc | 82.73% |
| Under Armour Inc | 85.66% |
| Sleep Number Corp | 94.13% |
| Tesla Inc | 73.63% |
| Vista Outdoor Inc | 90.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.689 |
| Beta (5Y) | 1.489 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.27% |
| Historical Sharpe Ratio (5Y) | 0.4166 |
| Historical Sortino (5Y) | 0.6333 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.72% |