Lazard Inc (LAZ)
57.12
+2.17
(+3.95%)
USD |
NYSE |
Nov 21, 16:00
57.12
0.00 (0.00%)
After-Hours: 20:00
Lazard Max Drawdown (5Y): 59.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.53% |
September 30, 2024 | 59.53% |
August 31, 2024 | 59.53% |
July 31, 2024 | 59.53% |
June 30, 2024 | 59.53% |
May 31, 2024 | 59.53% |
April 30, 2024 | 59.53% |
March 31, 2024 | 59.53% |
February 29, 2024 | 59.53% |
January 31, 2024 | 59.53% |
December 31, 2023 | 59.53% |
November 30, 2023 | 59.53% |
October 31, 2023 | 59.53% |
September 30, 2023 | 59.53% |
August 31, 2023 | 59.53% |
July 31, 2023 | 59.53% |
June 30, 2023 | 59.53% |
May 31, 2023 | 59.53% |
April 30, 2023 | 59.53% |
March 31, 2023 | 59.53% |
February 28, 2023 | 59.53% |
January 31, 2023 | 59.53% |
December 31, 2022 | 59.53% |
November 30, 2022 | 59.53% |
October 31, 2022 | 59.53% |
Date | Value |
---|---|
September 30, 2022 | 59.53% |
August 31, 2022 | 59.53% |
July 31, 2022 | 59.53% |
June 30, 2022 | 59.53% |
May 31, 2022 | 59.53% |
April 30, 2022 | 59.53% |
March 31, 2022 | 59.53% |
February 28, 2022 | 59.53% |
January 31, 2022 | 59.53% |
December 31, 2021 | 59.53% |
November 30, 2021 | 59.53% |
October 31, 2021 | 59.53% |
September 30, 2021 | 59.53% |
August 31, 2021 | 59.53% |
July 31, 2021 | 59.53% |
June 30, 2021 | 59.53% |
May 31, 2021 | 59.53% |
April 30, 2021 | 59.53% |
March 31, 2021 | 59.53% |
February 28, 2021 | 59.53% |
January 31, 2021 | 59.53% |
December 31, 2020 | 59.53% |
November 30, 2020 | 59.53% |
October 31, 2020 | 59.53% |
September 30, 2020 | 59.53% |
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
50.55%
Minimum
Nov 2019
59.53%
Maximum
Mar 2020
58.93%
Average
59.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Evercore Inc | 67.41% |
AllianceBernstein Holding LP | 58.05% |
Franklin Resources Inc | 64.49% |
US Global Investors Inc | 87.00% |
Principal Financial Group Inc | 64.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.103 |
Beta (5Y) | 1.378 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.38% |
Historical Sharpe Ratio (5Y) | 0.2938 |
Historical Sortino (5Y) | 0.3987 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.44% |