Ralph Lauren Corp
Provider: Exchange
| Annualised Return | 9.54% |
| Realised Volatility | 34.69% |
| Downside Volatility | 21.09% |
| Max Drawdown | -64.69% |
| Winning months | 54.39% |
| Sharpe Ratio | 0.28 |
| Sortino Ratio | 0.45 |
| Calmar Ratio | 0.15 |
| Viking Ratio | 0.31 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 8.1% | 8.59% | -18.29% | 1.91% | 23.05% | -0.58% | 8.92% | -0.61% | 5.92% | 1.95% | 14.91% | -3.11% | 55.63% |
| 2024 | -0.37% | 29.41% | 1.41% | -12.85% | 14.2% | -5.88% | 0.3% | -2.47% | 13.68% | 2.09% | 16.91% | 0.17% | 62.85% |
| 2023 | 17.2% | -4.57% | -0.65% | -1.61% | -7.39% | 16.7% | 6.51% | -11.19% | 0.19% | -3.07% | 14.97% | 12.03% | 39.82% |
| 2022 | -6.75% | 19.13% | -13.59% | -8.02% | -3.11% | -10.58% | 10.02% | -7.4% | -6.22% | 9.14% | 22.04% | -5.9% | -8.41% |
| 2021 | -2.59% | 15.86% | 5.19% | 8.23% | -6.91% | -4.5% | -3.64% | 2.3% | -3.8% | 14.53% | -8.75% | 3.06% | 16.66% |
| 2020 | -3.17% | -7.04% | -36.04% | 10.4% | 2.34% | -3.96% | -1.68% | -3.46% | -1.25% | -1.65% | 28.27% | 20.98% | -10.63% |
| 2019 | 12.26% | 7.78% | 4.12% | 1.47% | -20.1% | 8.69% | -8.24% | -15.25% | 8.87% | 0.62% | 11.74% | 9.84% | 16.07% |
| 2018 | 10.24% | -7.41% | 6.12% | -1.74% | 22.51% | -6.12% | 7.37% | -1.61% | 4.04% | -5.77% | -14.05% | -6.55% | 1.82% |
| 2017 | -2.09% | -10.29% | 3.52% | -1.1% | -16.01% | 9.6% | 2.51% | 16.18% | 1.02% | 1.29% | 6.4% | 9.51% | 17.53% |
| 2016 | 0.91% | -19.32% | 6.61% | -3.17% | 1.2% | -4.45% | 9.45% | 5.64% | -1.89% | -3.01% | 6.64% | -13.18% | -17.21% |
| 2015 | -9.87% | -17.66% | -3.94% | 1.45% | -2.26% | 1.87% | -4.89% | -11.68% | 6.75% | -6.25% | 12.13% | -9.84% | -38.8% |
| 2014 | -11.15% | 2.67% | 0.2% | -5.94% | 1.39% | 5% | -3.01% | 8.56% | -2.38% | 0.07% | 12.17% | 0.39% | 6.01% |
| 2013 | 11.05% | 4.2% | -2.16% | 7.25% | -3.57% | -0.54% | 4.79% | -9.15% | -0.17% | 0.55% | 5.79% | 1.02% | 18.93% |
| 2012 | 10.08% | 14.3% | 0.46% | -1.18% | -13.62% | -5.61% | 3.06% | 9.91% | -4.42% | 1.63% | 2.21% | -4.31% | 9.59% |
| 2011 | -3.37% | 18.22% | -2.26% | 5.76% | -3.06% | 4.77% | 1.86% | 1.51% | -5.28% | 22.43% | -10.66% | -2.53% | 25.23% |
| 2010 | 1.26% | -2.52% | 6.52% | 5.71% | -3.38% | -15.89% | 8.29% | -4.14% | 18.77% | 7.81% | 12.76% | 1.63% | 37.59% |
| 2009 | -9.65% | -15.99% | 22.72% | 27.43% | -0.04% | -0.42% | 17.76% | 5.28% | 15.5% | -2.87% | 3.27% | 5.5% | 79.06% |
| 2008 | -1.8% | 2.49% | -6.2% | 6.55% | 12.46% | -10.05% | -5.75% | 28.24% | -12.11% | -29.22% | -8.42% | 5.24% | -26.25% |
| 2007 | 1.78% | 6.01% | 1.4% | 4.49% | 5.88% | 0.65% | -8.93% | -15.46% | 2.99% | -11.51% | 0.26% | -10.35% | -23.16% |