Ralph Lauren Corp (RL)
158.49
+1.16
(+0.74%)
USD |
NYSE |
Apr 19, 16:00
158.49
0.00 (0.00%)
After-Hours: 20:00
Ralph Lauren Max Drawdown (5Y): 55.18% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 63.01% |
| July 31, 2020 | 63.01% |
| June 30, 2020 | 63.01% |
| May 31, 2020 | 63.01% |
| April 30, 2020 | 63.01% |
| March 31, 2020 | 63.01% |
| February 29, 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
Apr 2019
59.97%
Average
63.01%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Under Armour Inc | 85.19% |
| Tapestry Inc | 78.88% |
| Crocs Inc | 75.18% |
| Hanesbrands Inc | 82.65% |
| PVH Corp | 82.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.99 |
| Beta (5Y) | 1.528 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.43% |
| Historical Sharpe Ratio (5Y) | 0.2072 |
| Historical Sortino (5Y) | 0.3082 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.57% |