Rentokil Initial PLC (RTO)
25.81
+0.19
(+0.74%)
USD |
NYSE |
Nov 22, 10:03
Rentokil Initial Max Drawdown (5Y): 44.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.42% |
| September 30, 2024 | 43.66% |
| August 31, 2024 | 43.66% |
| July 31, 2024 | 43.66% |
| June 30, 2024 | 43.66% |
| May 31, 2024 | 43.66% |
| April 30, 2024 | 43.66% |
| March 31, 2024 | 43.66% |
| February 29, 2024 | 43.66% |
| January 31, 2024 | 43.66% |
| December 31, 2023 | 43.66% |
| November 30, 2023 | 43.66% |
| October 31, 2023 | 43.66% |
| September 30, 2023 | 42.03% |
| August 31, 2023 | 42.03% |
| July 31, 2023 | 42.03% |
| June 30, 2023 | 42.03% |
| May 31, 2023 | 42.03% |
| April 30, 2023 | 42.03% |
| March 31, 2023 | 42.03% |
| February 28, 2023 | 42.03% |
| January 31, 2023 | 42.03% |
| December 31, 2022 | 42.03% |
| November 30, 2022 | 42.03% |
| October 31, 2022 | 42.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.03% |
| August 31, 2022 | 42.03% |
| July 31, 2022 | 42.03% |
| June 30, 2022 | 42.03% |
| May 31, 2022 | 42.03% |
| April 30, 2022 | 42.03% |
| March 31, 2022 | 42.03% |
| February 28, 2022 | 42.03% |
| January 31, 2022 | 42.03% |
| December 31, 2021 | 42.03% |
| November 30, 2021 | 42.03% |
| October 31, 2021 | 42.03% |
| September 30, 2021 | 42.03% |
| August 31, 2021 | 42.03% |
| July 31, 2021 | 42.03% |
| June 30, 2021 | 42.03% |
| May 31, 2021 | 42.03% |
| April 30, 2021 | 42.03% |
| March 31, 2021 | 42.03% |
| February 28, 2021 | 42.03% |
| January 31, 2021 | 42.03% |
| December 31, 2020 | 42.03% |
| November 30, 2020 | 42.03% |
| October 31, 2020 | 42.03% |
| September 30, 2020 | 42.03% |
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
23.41%
Minimum
Nov 2019
44.42%
Maximum
Oct 2024
41.15%
Average
42.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Pentair PLC | 52.22% |
| RELX PLC | 37.75% |
| KNOT Offshore Partners LP | 74.53% |
| CNH Industrial NV | 65.66% |
| nVent Electric PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.56 |
| Beta (5Y) | 1.084 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.16% |
| Historical Sharpe Ratio (5Y) | -0.1336 |
| Historical Sortino (5Y) | -0.1751 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.01% |