Ralph Lauren Corp (RL)

230.28 +7.82 (+3.52%) USD  |  NYSE  |  Dec 20, 16:00
230.99 +0.71 (+0.31%) Pre-Market: 20:00
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Ralph Lauren Max Drawdown (5Y): 55.18% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Movado Group Inc 82.73%
Brunswick Corp 60.43%
BorgWarner Inc 65.38%
Hasbro Inc 63.83%
Monro Inc 72.95%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.515
Beta (5Y) 1.502
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.34%
Historical Sharpe Ratio (5Y) 0.4433
Historical Sortino (5Y) 0.6733
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.72%