Loews Corp (L)
85.17
+0.68
(+0.80%)
USD |
NYSE |
Nov 21, 16:00
85.15
-0.02
(-0.02%)
After-Hours: 20:00
Loews Max Drawdown (5Y): 48.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.52% |
| September 30, 2024 | 48.52% |
| August 31, 2024 | 48.52% |
| July 31, 2024 | 48.52% |
| June 30, 2024 | 48.52% |
| May 31, 2024 | 48.52% |
| April 30, 2024 | 48.52% |
| March 31, 2024 | 48.52% |
| February 29, 2024 | 48.52% |
| January 31, 2024 | 48.52% |
| December 31, 2023 | 48.52% |
| November 30, 2023 | 48.52% |
| October 31, 2023 | 48.52% |
| September 30, 2023 | 48.52% |
| August 31, 2023 | 48.52% |
| July 31, 2023 | 48.52% |
| June 30, 2023 | 48.52% |
| May 31, 2023 | 48.52% |
| April 30, 2023 | 48.52% |
| March 31, 2023 | 48.52% |
| February 28, 2023 | 48.52% |
| January 31, 2023 | 48.52% |
| December 31, 2022 | 48.52% |
| November 30, 2022 | 48.52% |
| October 31, 2022 | 48.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.52% |
| August 31, 2022 | 48.52% |
| July 31, 2022 | 48.52% |
| June 30, 2022 | 48.52% |
| May 31, 2022 | 48.52% |
| April 30, 2022 | 48.52% |
| March 31, 2022 | 48.52% |
| February 28, 2022 | 48.52% |
| January 31, 2022 | 48.52% |
| December 31, 2021 | 48.52% |
| November 30, 2021 | 48.52% |
| October 31, 2021 | 48.52% |
| September 30, 2021 | 48.52% |
| August 31, 2021 | 48.52% |
| July 31, 2021 | 48.52% |
| June 30, 2021 | 48.52% |
| May 31, 2021 | 48.52% |
| April 30, 2021 | 48.52% |
| March 31, 2021 | 48.52% |
| February 28, 2021 | 48.52% |
| January 31, 2021 | 48.52% |
| December 31, 2020 | 48.52% |
| November 30, 2020 | 48.52% |
| October 31, 2020 | 48.52% |
| September 30, 2020 | 48.52% |
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
29.52%
Minimum
Nov 2019
48.52%
Maximum
May 2020
47.20%
Average
48.52%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| CNA Financial Corp | 45.87% |
| American International Group Inc | 69.62% |
| Cincinnati Financial Corp | 58.14% |
| Safety Insurance Group Inc | 32.78% |
| Selective Insurance Group Inc | 48.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.402 |
| Beta (5Y) | 0.8174 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.87% |
| Historical Sharpe Ratio (5Y) | 0.3277 |
| Historical Sortino (5Y) | 0.332 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.59% |