Rolls-Royce Holdings PLC (RYCEY)
6.88
+0.13
(+1.93%)
USD |
OTCM |
Nov 21, 16:00
Rolls-Royce Holdings Max Drawdown (5Y): 91.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.66% |
| September 30, 2024 | 91.66% |
| August 31, 2024 | 91.66% |
| July 31, 2024 | 91.66% |
| June 30, 2024 | 91.66% |
| May 31, 2024 | 91.66% |
| April 30, 2024 | 91.66% |
| March 31, 2024 | 91.66% |
| February 29, 2024 | 91.66% |
| January 31, 2024 | 91.66% |
| December 31, 2023 | 91.66% |
| November 30, 2023 | 91.66% |
| October 31, 2023 | 91.66% |
| September 30, 2023 | 91.66% |
| August 31, 2023 | 91.66% |
| July 31, 2023 | 91.66% |
| June 30, 2023 | 91.66% |
| May 31, 2023 | 91.66% |
| April 30, 2023 | 91.66% |
| March 31, 2023 | 91.66% |
| February 28, 2023 | 91.66% |
| January 31, 2023 | 91.66% |
| December 31, 2022 | 91.66% |
| November 30, 2022 | 91.66% |
| October 31, 2022 | 91.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.66% |
| August 31, 2022 | 89.64% |
| July 31, 2022 | 89.13% |
| June 30, 2022 | 89.13% |
| May 31, 2022 | 89.13% |
| April 30, 2022 | 89.13% |
| March 31, 2022 | 89.13% |
| February 28, 2022 | 89.13% |
| January 31, 2022 | 89.13% |
| December 31, 2021 | 89.13% |
| November 30, 2021 | 89.13% |
| October 31, 2021 | 89.13% |
| September 30, 2021 | 89.13% |
| August 31, 2021 | 89.13% |
| July 31, 2021 | 89.13% |
| June 30, 2021 | 89.13% |
| May 31, 2021 | 89.13% |
| April 30, 2021 | 89.13% |
| March 31, 2021 | 89.13% |
| February 28, 2021 | 89.13% |
| January 31, 2021 | 89.13% |
| December 31, 2020 | 89.13% |
| November 30, 2020 | 89.13% |
| October 31, 2020 | 89.13% |
| September 30, 2020 | 87.94% |
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
63.13%
Minimum
Nov 2019
91.66%
Maximum
Sep 2022
87.43%
Average
89.13%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Pentair PLC | 52.22% |
| RELX PLC | 37.75% |
| KNOT Offshore Partners LP | 74.53% |
| Rentokil Initial PLC | 44.42% |
| CNH Industrial NV | 65.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.14 |
| Beta (5Y) | 1.753 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.64% |
| Historical Sharpe Ratio (5Y) | 0.0245 |
| Historical Sortino (5Y) | 0.0363 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.68% |