LyondellBasell Industries NV (LYB)
99.54
-0.43
(-0.43%)
USD |
NYSE |
May 01, 16:00
99.54
0.00 (0.00%)
After-Hours: 20:00
LyondellBasell Industries Max Drawdown (5Y): 68.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.15% |
March 31, 2024 | 68.15% |
February 29, 2024 | 68.15% |
January 31, 2024 | 68.15% |
December 31, 2023 | 68.15% |
November 30, 2023 | 68.15% |
October 31, 2023 | 68.15% |
September 30, 2023 | 68.15% |
August 31, 2023 | 68.15% |
July 31, 2023 | 68.15% |
June 30, 2023 | 68.15% |
May 31, 2023 | 68.15% |
April 30, 2023 | 68.15% |
March 31, 2023 | 68.15% |
February 28, 2023 | 68.15% |
January 31, 2023 | 68.15% |
December 31, 2022 | 68.15% |
November 30, 2022 | 68.15% |
October 31, 2022 | 68.15% |
September 30, 2022 | 68.15% |
August 31, 2022 | 68.15% |
July 31, 2022 | 68.15% |
June 30, 2022 | 68.15% |
May 31, 2022 | 68.15% |
April 30, 2022 | 68.15% |
Date | Value |
---|---|
March 31, 2022 | 68.15% |
February 28, 2022 | 68.15% |
January 31, 2022 | 68.15% |
December 31, 2021 | 68.15% |
November 30, 2021 | 68.15% |
October 31, 2021 | 68.15% |
September 30, 2021 | 68.15% |
August 31, 2021 | 68.15% |
July 31, 2021 | 68.15% |
June 30, 2021 | 68.15% |
May 31, 2021 | 68.15% |
April 30, 2021 | 68.15% |
March 31, 2021 | 68.15% |
February 28, 2021 | 68.15% |
January 31, 2021 | 68.15% |
December 31, 2020 | 68.15% |
November 30, 2020 | 68.15% |
October 31, 2020 | 68.15% |
September 30, 2020 | 68.15% |
August 31, 2020 | 68.15% |
July 31, 2020 | 68.15% |
June 30, 2020 | 68.15% |
May 31, 2020 | 68.15% |
April 30, 2020 | 68.15% |
March 31, 2020 | 68.15% |
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
37.90%
Minimum
May 2019
68.15%
Maximum
Mar 2020
63.29%
Average
68.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Green Plains Inc | 86.50% |
REX American Resources Corp | 65.51% |
Gevo Inc | 99.96% |
Dow Inc | 60.83% |
Celanese Corp | 53.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.444 |
Beta (5Y) | 1.187 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.40% |
Historical Sharpe Ratio (5Y) | 0.1917 |
Historical Sortino (5Y) | 0.2395 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.53% |