RELX PLC (RLXXF)

47.40 +0.65 (+1.39%) USD  |  OTCM  |  Dec 17, 16:00
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RELX Max Drawdown (5Y): 38.81% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Serco Group PLC 41.74%
Hays PLC 55.29%
Pentair PLC 52.22%
KNOT Offshore Partners LP 74.53%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.618
Beta (5Y) 0.9064
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.03%
Historical Sharpe Ratio (5Y) 0.6127
Historical Sortino (5Y) 0.7697
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.53%