Ralph Lauren Corp (RL)
215.68
-9.48
(-4.21%)
USD |
NYSE |
Mar 28, 16:00
215.66
-0.02
(-0.01%)
After-Hours: 20:00
Ralph Lauren Max Drawdown (5Y): 55.18% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Under Armour Inc | 85.66% |
| Amazon.com Inc | 56.15% |
| Hanesbrands Inc | 82.65% |
| VF Corp | 86.02% |
| Tesla Inc | 73.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8829 |
| Beta (5Y) | 1.503 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.21% |
| Historical Sharpe Ratio (5Y) | 0.6207 |
| Historical Sortino (5Y) | 1.425 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.88% |