loanDepot, Inc. (LDI)
0.6058
-0.03
(-4.64%)
USD |
NYSE |
Oct 05, 16:00
0.6122
+0.01
(+1.06%)
After-Hours: 20:00
loanDepot Max Drawdown (5Y) : 96.47% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 96.47% |
| August 31, 2026 | 96.47% |
| July 31, 2026 | 96.47% |
| June 30, 2026 | 96.47% |
| May 31, 2026 | 96.47% |
| April 30, 2026 | 96.47% |
| March 31, 2026 | 96.47% |
| February 28, 2026 | 96.47% |
| January 31, 2026 | 96.47% |
| December 31, 2025 | 96.47% |
| November 30, 2025 | 96.47% |
| October 31, 2025 | 96.47% |
| September 30, 2025 | 96.47% |
| August 31, 2025 | 96.47% |
| July 31, 2025 | 96.47% |
| June 30, 2025 | 96.47% |
| May 31, 2025 | 96.47% |
| April 30, 2025 | 96.37% |
| March 31, 2025 | 95.92% |
| February 28, 2025 | 95.92% |
| January 31, 2025 | 95.92% |
| December 31, 2024 | 95.92% |
| November 30, 2024 | 95.92% |
| October 31, 2024 | 95.92% |
| September 30, 2024 | 95.92% |
| Date | Value |
|---|---|
| August 31, 2024 | 95.92% |
| July 31, 2024 | 95.92% |
| June 30, 2024 | 95.92% |
| May 31, 2024 | 95.92% |
| April 30, 2024 | 95.92% |
| March 31, 2024 | 95.92% |
| February 29, 2024 | 95.92% |
| January 31, 2024 | 95.92% |
| December 31, 2023 | 95.92% |
| November 30, 2023 | 95.92% |
| October 31, 2023 | 95.92% |
| September 30, 2023 | 95.57% |
| August 31, 2023 | 95.57% |
| July 31, 2023 | 95.57% |
| June 30, 2023 | 95.57% |
| May 31, 2023 | 95.57% |
| April 30, 2023 | 95.57% |
| March 31, 2023 | 95.57% |
| February 28, 2023 | 95.57% |
| January 31, 2023 | 95.57% |
| December 31, 2022 | 95.57% |
| November 30, 2022 | 95.57% |
| October 31, 2022 | 95.57% |
| September 30, 2022 | 95.54% |
| August 31, 2022 | 95.23% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| UWM Holdings Corp. | 85.20% |
| Rocket Cos., Inc. | 82.93% |
| Walker & Dunlop, Inc. | 73.40% |
| PennyMac Financial Services, Inc. | 60.88% |
| Freddie Mac | 90.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -73.28 |
| Beta (5Y) | 3.148 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.17% |
| Historical Sharpe Ratio (5Y) | -0.4906 |
| Historical Sortino (5Y) | -1.195 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.81% |