London Stock Exchange Group PLC (LDNXF)
114.75
+0.25
(+0.22%)
USD |
OTCM |
May 08, 15:24
London Stock Exchange Group Max Drawdown (5Y): 41.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.44% |
March 31, 2024 | 41.44% |
February 29, 2024 | 41.44% |
January 31, 2024 | 41.44% |
December 31, 2023 | 41.44% |
November 30, 2023 | 41.44% |
October 31, 2023 | 41.44% |
September 30, 2023 | 41.44% |
August 31, 2023 | 41.44% |
July 31, 2023 | 41.44% |
June 30, 2023 | 41.44% |
May 31, 2023 | 41.44% |
April 30, 2023 | 41.44% |
March 31, 2023 | 41.44% |
February 28, 2023 | 41.44% |
January 31, 2023 | 41.44% |
December 31, 2022 | 41.44% |
November 30, 2022 | 41.44% |
October 31, 2022 | 41.44% |
September 30, 2022 | 41.44% |
August 31, 2022 | 41.44% |
July 31, 2022 | 41.44% |
June 30, 2022 | 41.44% |
May 31, 2022 | 39.21% |
April 30, 2022 | 39.21% |
Date | Value |
---|---|
March 31, 2022 | 39.21% |
February 28, 2022 | 39.21% |
January 31, 2022 | 39.21% |
December 31, 2021 | 39.21% |
November 30, 2021 | 39.21% |
October 31, 2021 | 39.21% |
September 30, 2021 | 39.21% |
August 31, 2021 | 39.21% |
July 31, 2021 | 39.21% |
June 30, 2021 | 39.21% |
May 31, 2021 | 39.21% |
April 30, 2021 | 39.21% |
March 31, 2021 | 39.21% |
February 28, 2021 | 39.21% |
January 31, 2021 | 39.21% |
December 31, 2020 | 39.21% |
November 30, 2020 | 39.21% |
October 31, 2020 | 39.21% |
September 30, 2020 | 39.21% |
August 31, 2020 | 39.21% |
July 31, 2020 | 39.21% |
June 30, 2020 | 39.21% |
May 31, 2020 | 39.21% |
April 30, 2020 | 39.21% |
March 31, 2020 | 39.21% |
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
26.56%
Minimum
May 2019
41.44%
Maximum
Jun 2022
37.95%
Average
39.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NatWest Group PLC | 75.68% |
Willis Towers Watson PLC | 32.95% |
Argo Blockchain PLC | -- |
IX Acquisition Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.522 |
Beta (5Y) | 0.6637 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.43% |
Historical Sharpe Ratio (5Y) | 0.3259 |
Historical Sortino (5Y) | 0.4294 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.47% |