Lendlease Group (LLESY)
4.14
+0.12
(+2.99%)
USD |
OTCM |
May 03, 16:00
Lendlease Group Max Drawdown (5Y): 69.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.64% |
| March 31, 2024 | 69.64% |
| February 29, 2024 | 69.64% |
| January 31, 2024 | 69.64% |
| December 31, 2023 | 69.64% |
| November 30, 2023 | 69.64% |
| October 31, 2023 | 69.64% |
| September 30, 2023 | 69.41% |
| August 31, 2023 | 69.41% |
| July 31, 2023 | 69.41% |
| June 30, 2023 | 69.41% |
| May 31, 2023 | 69.41% |
| April 30, 2023 | 69.41% |
| March 31, 2023 | 69.41% |
| February 28, 2023 | 66.92% |
| January 31, 2023 | 66.92% |
| December 31, 2022 | 66.92% |
| November 30, 2022 | 66.78% |
| October 31, 2022 | 66.71% |
| September 30, 2022 | 64.60% |
| August 31, 2022 | 64.60% |
| July 31, 2022 | 64.60% |
| June 30, 2022 | 64.60% |
| May 31, 2022 | 64.60% |
| April 30, 2022 | 64.60% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.60% |
| February 28, 2022 | 64.60% |
| January 31, 2022 | 64.60% |
| December 31, 2021 | 64.60% |
| November 30, 2021 | 64.60% |
| October 31, 2021 | 64.60% |
| September 30, 2021 | 64.60% |
| August 31, 2021 | 64.60% |
| July 31, 2021 | 64.60% |
| June 30, 2021 | 64.60% |
| May 31, 2021 | 64.60% |
| April 30, 2021 | 64.60% |
| March 31, 2021 | 64.60% |
| February 28, 2021 | 64.60% |
| January 31, 2021 | 64.60% |
| December 31, 2020 | 64.60% |
| November 30, 2020 | 64.60% |
| October 31, 2020 | 64.60% |
| September 30, 2020 | 64.60% |
| August 31, 2020 | 64.60% |
| July 31, 2020 | 64.60% |
| June 30, 2020 | 64.60% |
| May 31, 2020 | 64.60% |
| April 30, 2020 | 64.60% |
| March 31, 2020 | 64.60% |
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
50.07%
Minimum
May 2019
69.64%
Maximum
Oct 2023
63.51%
Average
64.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Resources Global Services Group | 96.11% |
| Goodman Group | 49.28% |
| Lifestyle Communities Ltd | -- |
| Charter Hall Group | -- |
| Openn Negotiation Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.02 |
| Beta (5Y) | 1.168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.92% |
| Historical Sharpe Ratio (5Y) | -0.3667 |
| Historical Sortino (5Y) | -0.5212 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.73% |