Lazard Inc (LAZ)

52.04 +1.55 (+3.07%) USD  |  NYSE  |  Dec 20, 16:00
52.04 0.00 (0.00%) After-Hours: 20:00
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Lazard Max Drawdown (5Y): 59.53% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Franklin Resources Inc 64.49%
Evercore Inc 67.41%
US Global Investors Inc 87.00%
Principal Financial Group Inc 64.71%
SEI Investments Co 51.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.655
Beta (5Y) 1.386
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.51%
Historical Sharpe Ratio (5Y) 0.3246
Historical Sortino (5Y) 0.4421
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.44%