Lincoln National Corp (LNC)
26.93
-0.76
(-2.74%)
USD |
NYSE |
May 02, 14:17
Lincoln National Max Drawdown (5Y): 79.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.20% |
March 31, 2024 | 79.20% |
February 29, 2024 | 79.20% |
January 31, 2024 | 79.20% |
December 31, 2023 | 79.20% |
November 30, 2023 | 79.20% |
October 31, 2023 | 79.20% |
September 30, 2023 | 79.20% |
August 31, 2023 | 79.20% |
July 31, 2023 | 79.20% |
June 30, 2023 | 79.20% |
May 31, 2023 | 79.20% |
April 30, 2023 | 79.20% |
March 31, 2023 | 79.20% |
February 28, 2023 | 79.20% |
January 31, 2023 | 79.20% |
December 31, 2022 | 79.20% |
November 30, 2022 | 79.20% |
October 31, 2022 | 79.20% |
September 30, 2022 | 79.20% |
August 31, 2022 | 79.20% |
July 31, 2022 | 79.20% |
June 30, 2022 | 79.20% |
May 31, 2022 | 79.20% |
April 30, 2022 | 79.20% |
Date | Value |
---|---|
March 31, 2022 | 79.20% |
February 28, 2022 | 79.20% |
January 31, 2022 | 79.20% |
December 31, 2021 | 79.20% |
November 30, 2021 | 79.20% |
October 31, 2021 | 79.20% |
September 30, 2021 | 79.20% |
August 31, 2021 | 79.20% |
July 31, 2021 | 79.20% |
June 30, 2021 | 79.20% |
May 31, 2021 | 79.20% |
April 30, 2021 | 79.20% |
March 31, 2021 | 79.20% |
February 28, 2021 | 79.20% |
January 31, 2021 | 79.20% |
December 31, 2020 | 79.20% |
November 30, 2020 | 79.20% |
October 31, 2020 | 79.20% |
September 30, 2020 | 79.20% |
August 31, 2020 | 79.20% |
July 31, 2020 | 79.20% |
June 30, 2020 | 79.20% |
May 31, 2020 | 79.20% |
April 30, 2020 | 79.20% |
March 31, 2020 | 79.20% |
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
49.41%
Minimum
May 2019
79.20%
Maximum
Mar 2020
74.24%
Average
79.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Aflac Inc | 54.88% |
Unum Group | 81.07% |
American Equity Investment Life Holding Co | 68.63% |
Genworth Financial Inc | 73.77% |
Brighthouse Financial Inc | 76.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.86 |
Beta (5Y) | 1.807 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.22% |
Historical Sharpe Ratio (5Y) | -0.2819 |
Historical Sortino (5Y) | -0.363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.26% |