Rolls-Royce Holdings PLC (RYCEY)
5.20
+0.14
(+2.87%)
USD |
OTCM |
May 03, 16:00
Rolls-Royce Holdings Max Drawdown (5Y): 91.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 78.97% |
July 31, 2020 | 78.97% |
June 30, 2020 | 78.97% |
May 31, 2020 | 78.97% |
April 30, 2020 | 78.32% |
March 31, 2020 | 72.80% |
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
May 2019
91.66%
Maximum
Sep 2022
84.50%
Average
89.13%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
BAE Systems PLC | 42.13% |
Pentair PLC | 67.99% |
RELX PLC | 37.75% |
KNOT Offshore Partners LP | 74.53% |
Rentokil Initial PLC | 43.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.47 |
Beta (5Y) | 1.689 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.79% |
Historical Sharpe Ratio (5Y) | -0.1587 |
Historical Sortino (5Y) | -0.247 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.68% |