RELX PLC (RLXXF)
44.34
+2.88
(+6.96%)
USD |
OTCM |
May 08, 11:44
RELX Max Drawdown (5Y): 38.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 38.81% |
| March 31, 2024 | 38.81% |
| February 29, 2024 | 38.81% |
| January 31, 2024 | 38.81% |
| December 31, 2023 | 38.81% |
| November 30, 2023 | 38.81% |
| October 31, 2023 | 38.81% |
| September 30, 2023 | 38.81% |
| August 31, 2023 | 38.81% |
| July 31, 2023 | 38.81% |
| June 30, 2023 | 38.81% |
| May 31, 2023 | 38.81% |
| April 30, 2023 | 38.81% |
| March 31, 2023 | 38.81% |
| February 28, 2023 | 38.81% |
| January 31, 2023 | 38.81% |
| December 31, 2022 | 38.81% |
| November 30, 2022 | 38.81% |
| October 31, 2022 | 38.81% |
| September 30, 2022 | 38.81% |
| August 31, 2022 | 38.81% |
| July 31, 2022 | 38.81% |
| June 30, 2022 | 38.81% |
| May 31, 2022 | 38.81% |
| April 30, 2022 | 38.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.81% |
| February 28, 2022 | 38.81% |
| January 31, 2022 | 38.81% |
| December 31, 2021 | 38.81% |
| November 30, 2021 | 38.81% |
| October 31, 2021 | 38.81% |
| September 30, 2021 | 38.81% |
| August 31, 2021 | 38.81% |
| July 31, 2021 | 38.81% |
| June 30, 2021 | 38.81% |
| May 31, 2021 | 38.81% |
| April 30, 2021 | 38.81% |
| March 31, 2021 | 38.81% |
| February 28, 2021 | 38.81% |
| January 31, 2021 | 38.81% |
| December 31, 2020 | 38.81% |
| November 30, 2020 | 38.81% |
| October 31, 2020 | 38.81% |
| September 30, 2020 | 38.81% |
| August 31, 2020 | 38.81% |
| July 31, 2020 | 38.81% |
| June 30, 2020 | 38.81% |
| May 31, 2020 | 38.81% |
| April 30, 2020 | 38.81% |
| March 31, 2020 | 38.81% |
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
16.03%
Minimum
May 2019
38.81%
Maximum
Mar 2020
35.02%
Average
38.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Pentair PLC | 67.99% |
| KNOT Offshore Partners LP | 74.53% |
| Rentokil Initial PLC | 43.66% |
| CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.698 |
| Beta (5Y) | 0.8564 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.87% |
| Historical Sharpe Ratio (5Y) | 0.5967 |
| Historical Sortino (5Y) | 0.7464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.53% |