Rentokil Initial PLC (RTO)
26.32
+0.71
(+2.77%)
USD |
NYSE |
Apr 19, 14:46
Rentokil Initial Max Drawdown (5Y): 43.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 42.03% |
July 31, 2020 | 42.03% |
June 30, 2020 | 42.03% |
May 31, 2020 | 42.03% |
April 30, 2020 | 42.03% |
March 31, 2020 | 42.03% |
February 29, 2020 | 23.41% |
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
Apr 2019
43.66%
Maximum
Oct 2023
38.78%
Average
42.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ferguson PLC | 55.35% |
Pentair PLC | 67.99% |
RELX PLC | 37.75% |
KNOT Offshore Partners LP | 74.53% |
CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.532 |
Beta (5Y) | 1.056 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.79% |
Historical Sharpe Ratio (5Y) | 0.1339 |
Historical Sortino (5Y) | 0.1729 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.61% |