Rightmove PLC (RTMVY)
15.65
+0.36
(+2.39%)
USD |
OTCM |
Nov 22, 16:00
Rightmove Max Drawdown (5Y): 53.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.77% |
| September 30, 2024 | 53.77% |
| August 31, 2024 | 53.77% |
| July 31, 2024 | 53.77% |
| June 30, 2024 | 53.77% |
| May 31, 2024 | 53.77% |
| April 30, 2024 | 53.77% |
| March 31, 2024 | 53.77% |
| February 29, 2024 | 53.77% |
| January 31, 2024 | 53.77% |
| December 31, 2023 | 53.77% |
| November 30, 2023 | 53.77% |
| October 31, 2023 | 53.77% |
| September 30, 2023 | 53.77% |
| August 31, 2023 | 53.77% |
| July 31, 2023 | 53.77% |
| June 30, 2023 | 53.77% |
| May 31, 2023 | 53.77% |
| April 30, 2023 | 53.77% |
| March 31, 2023 | 53.77% |
| February 28, 2023 | 53.77% |
| January 31, 2023 | 53.77% |
| December 31, 2022 | 53.77% |
| November 30, 2022 | 53.77% |
| October 31, 2022 | 53.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.84% |
| August 31, 2022 | 49.40% |
| July 31, 2022 | 49.40% |
| June 30, 2022 | 49.40% |
| May 31, 2022 | 49.40% |
| April 30, 2022 | 49.40% |
| March 31, 2022 | 49.40% |
| February 28, 2022 | 49.40% |
| January 31, 2022 | 49.40% |
| December 31, 2021 | 49.40% |
| November 30, 2021 | 49.40% |
| October 31, 2021 | 49.40% |
| September 30, 2021 | 49.40% |
| August 31, 2021 | 49.40% |
| July 31, 2021 | 49.40% |
| June 30, 2021 | 49.40% |
| May 31, 2021 | 49.40% |
| April 30, 2021 | 49.40% |
| March 31, 2021 | 49.40% |
| February 28, 2021 | 49.40% |
| January 31, 2021 | 49.40% |
| December 31, 2020 | 49.40% |
| November 30, 2020 | 49.40% |
| October 31, 2020 | 49.40% |
| September 30, 2020 | 49.40% |
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
34.10%
Minimum
Nov 2019
53.77%
Maximum
Oct 2022
50.24%
Average
49.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Liberty Global Ltd | 71.81% |
| Pearson PLC | 68.85% |
| Vodafone Group PLC | 61.13% |
| WPP PLC | 72.87% |
| IHS Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.22 |
| Beta (5Y) | 1.363 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.17% |
| Historical Sharpe Ratio (5Y) | -0.0451 |
| Historical Sortino (5Y) | -0.0634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.95% |