Lumen Technologies Inc (LUMN)
1.32
+0.03
(+2.33%)
USD |
NYSE |
May 03, 16:00
1.35
+0.03
(+2.27%)
After-Hours: 20:00
Lumen Technologies Max Drawdown (5Y): 92.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.87% |
| March 31, 2024 | 92.87% |
| February 29, 2024 | 92.87% |
| January 31, 2024 | 92.87% |
| December 31, 2023 | 92.87% |
| November 30, 2023 | 92.87% |
| October 31, 2023 | 90.61% |
| September 30, 2023 | 90.54% |
| August 31, 2023 | 90.12% |
| July 31, 2023 | 90.01% |
| June 30, 2023 | 89.24% |
| May 31, 2023 | 88.63% |
| April 30, 2023 | 87.06% |
| March 31, 2023 | 85.43% |
| February 28, 2023 | 79.44% |
| January 31, 2023 | 69.58% |
| December 31, 2022 | 69.22% |
| November 30, 2022 | 66.92% |
| October 31, 2022 | 65.35% |
| September 30, 2022 | 65.35% |
| August 31, 2022 | 65.35% |
| July 31, 2022 | 65.35% |
| June 30, 2022 | 65.35% |
| May 31, 2022 | 65.35% |
| April 30, 2022 | 65.35% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.35% |
| February 28, 2022 | 65.35% |
| January 31, 2022 | 65.35% |
| December 31, 2021 | 65.35% |
| November 30, 2021 | 65.35% |
| October 31, 2021 | 65.35% |
| September 30, 2021 | 65.35% |
| August 31, 2021 | 65.35% |
| July 31, 2021 | 65.35% |
| June 30, 2021 | 65.35% |
| May 31, 2021 | 65.35% |
| April 30, 2021 | 65.35% |
| March 31, 2021 | 65.35% |
| February 28, 2021 | 65.35% |
| January 31, 2021 | 65.35% |
| December 31, 2020 | 65.35% |
| November 30, 2020 | 65.35% |
| October 31, 2020 | 65.35% |
| September 30, 2020 | 65.35% |
| August 31, 2020 | 65.35% |
| July 31, 2020 | 65.35% |
| June 30, 2020 | 65.35% |
| May 31, 2020 | 65.35% |
| April 30, 2020 | 65.35% |
| March 31, 2020 | 65.35% |
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
65.35%
Minimum
May 2019
92.87%
Maximum
Nov 2023
71.64%
Average
65.35%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Cogent Communications Holdings Inc | 39.34% |
| Altice USA Inc | 95.17% |
| Consolidated Communications Holdings Inc | 85.35% |
| Ribbon Communications Inc | 86.32% |
| Anterix Inc | 56.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.55 |
| Beta (5Y) | 1.168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.71% |
| Historical Sharpe Ratio (5Y) | -0.709 |
| Historical Sortino (5Y) | -1.122 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.57% |