Lennox International Inc (LII)
458.82
+3.04
(+0.67%)
USD |
NYSE |
May 03, 16:00
458.82
0.00 (0.00%)
After-Hours: 16:15
Lennox International Max Drawdown (5Y): 46.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.87% |
March 31, 2024 | 46.87% |
February 29, 2024 | 46.87% |
January 31, 2024 | 46.87% |
December 31, 2023 | 46.87% |
November 30, 2023 | 46.87% |
October 31, 2023 | 46.87% |
September 30, 2023 | 46.87% |
August 31, 2023 | 46.87% |
July 31, 2023 | 46.87% |
June 30, 2023 | 46.87% |
May 31, 2023 | 46.87% |
April 30, 2023 | 46.87% |
March 31, 2023 | 46.87% |
February 28, 2023 | 46.87% |
January 31, 2023 | 46.87% |
December 31, 2022 | 46.87% |
November 30, 2022 | 46.87% |
October 31, 2022 | 46.87% |
September 30, 2022 | 46.87% |
August 31, 2022 | 46.87% |
July 31, 2022 | 46.87% |
June 30, 2022 | 46.87% |
May 31, 2022 | 42.63% |
April 30, 2022 | 42.63% |
Date | Value |
---|---|
March 31, 2022 | 42.63% |
February 28, 2022 | 42.63% |
January 31, 2022 | 42.63% |
December 31, 2021 | 42.63% |
November 30, 2021 | 42.63% |
October 31, 2021 | 42.63% |
September 30, 2021 | 42.63% |
August 31, 2021 | 42.63% |
July 31, 2021 | 42.63% |
June 30, 2021 | 42.63% |
May 31, 2021 | 42.63% |
April 30, 2021 | 42.63% |
March 31, 2021 | 42.63% |
February 28, 2021 | 42.63% |
January 31, 2021 | 42.63% |
December 31, 2020 | 42.63% |
November 30, 2020 | 42.63% |
October 31, 2020 | 42.63% |
September 30, 2020 | 42.63% |
August 31, 2020 | 42.63% |
July 31, 2020 | 42.63% |
June 30, 2020 | 42.63% |
May 31, 2020 | 42.63% |
April 30, 2020 | 42.63% |
March 31, 2020 | 42.63% |
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
17.05%
Minimum
Aug 2019
46.87%
Maximum
Jun 2022
40.58%
Average
42.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AAON Inc | 42.39% |
Limbach Holdings Inc | 84.10% |
CECO Environmental Corp | 74.13% |
Donaldson Co Inc | 42.72% |
Fuel Tech Inc | 86.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.755 |
Beta (5Y) | 1.03 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.19% |
Historical Sharpe Ratio (5Y) | 0.3552 |
Historical Sortino (5Y) | 0.5711 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |