Loews Corp (L)
76.44
-0.09
(-0.12%)
USD |
NYSE |
May 03, 16:00
78.54
+2.10
(+2.75%)
After-Hours: 20:00
Loews Max Drawdown (5Y): 48.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.52% |
March 31, 2024 | 48.52% |
February 29, 2024 | 48.52% |
January 31, 2024 | 48.52% |
December 31, 2023 | 48.52% |
November 30, 2023 | 48.52% |
October 31, 2023 | 48.52% |
September 30, 2023 | 48.52% |
August 31, 2023 | 48.52% |
July 31, 2023 | 48.52% |
June 30, 2023 | 48.52% |
May 31, 2023 | 48.52% |
April 30, 2023 | 48.52% |
March 31, 2023 | 48.52% |
February 28, 2023 | 48.52% |
January 31, 2023 | 48.52% |
December 31, 2022 | 48.52% |
November 30, 2022 | 48.52% |
October 31, 2022 | 48.52% |
September 30, 2022 | 48.52% |
August 31, 2022 | 48.52% |
July 31, 2022 | 48.52% |
June 30, 2022 | 48.52% |
May 31, 2022 | 48.52% |
April 30, 2022 | 48.52% |
Date | Value |
---|---|
March 31, 2022 | 48.52% |
February 28, 2022 | 48.52% |
January 31, 2022 | 48.52% |
December 31, 2021 | 48.52% |
November 30, 2021 | 48.52% |
October 31, 2021 | 48.52% |
September 30, 2021 | 48.52% |
August 31, 2021 | 48.52% |
July 31, 2021 | 48.52% |
June 30, 2021 | 48.52% |
May 31, 2021 | 48.52% |
April 30, 2021 | 48.52% |
March 31, 2021 | 48.52% |
February 28, 2021 | 48.52% |
January 31, 2021 | 48.52% |
December 31, 2020 | 48.52% |
November 30, 2020 | 48.52% |
October 31, 2020 | 48.52% |
September 30, 2020 | 48.52% |
August 31, 2020 | 48.52% |
July 31, 2020 | 48.52% |
June 30, 2020 | 48.52% |
May 31, 2020 | 48.52% |
April 30, 2020 | 46.84% |
March 31, 2020 | 46.84% |
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
29.52%
Minimum
May 2019
48.52%
Maximum
May 2020
45.30%
Average
48.52%
Median
May 2020
Max Drawdown (5Y) Benchmarks
CNA Financial Corp | 45.87% |
American International Group Inc | 69.62% |
Cincinnati Financial Corp | 58.14% |
Safety Insurance Group Inc | 32.78% |
Selective Insurance Group Inc | 48.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.768 |
Beta (5Y) | 0.8228 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.39% |
Historical Sharpe Ratio (5Y) | 0.2521 |
Historical Sortino (5Y) | 0.263 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.22% |