Leggett & Platt Inc (LEG)
11.41
+0.13
(+1.15%)
USD |
NYSE |
Nov 21, 16:00
11.54
+0.13
(+1.14%)
After-Hours: 20:00
Leggett & Platt Max Drawdown (5Y): 79.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 79.02% |
September 30, 2024 | 79.02% |
August 31, 2024 | 79.02% |
July 31, 2024 | 79.02% |
June 30, 2024 | 79.02% |
May 31, 2024 | 79.02% |
April 30, 2024 | 64.83% |
March 31, 2024 | 63.24% |
February 29, 2024 | 60.72% |
January 31, 2024 | 58.41% |
December 31, 2023 | 58.41% |
November 30, 2023 | 58.41% |
October 31, 2023 | 58.41% |
September 30, 2023 | 58.41% |
August 31, 2023 | 58.41% |
July 31, 2023 | 58.41% |
June 30, 2023 | 58.41% |
May 31, 2023 | 58.41% |
April 30, 2023 | 58.41% |
March 31, 2023 | 58.41% |
February 28, 2023 | 58.41% |
January 31, 2023 | 58.41% |
December 31, 2022 | 58.41% |
November 30, 2022 | 58.41% |
October 31, 2022 | 58.41% |
Date | Value |
---|---|
September 30, 2022 | 58.41% |
August 31, 2022 | 58.41% |
July 31, 2022 | 58.41% |
June 30, 2022 | 58.41% |
May 31, 2022 | 58.41% |
April 30, 2022 | 58.41% |
March 31, 2022 | 58.41% |
February 28, 2022 | 58.41% |
January 31, 2022 | 58.41% |
December 31, 2021 | 58.41% |
November 30, 2021 | 58.41% |
October 31, 2021 | 58.41% |
September 30, 2021 | 58.41% |
August 31, 2021 | 58.41% |
July 31, 2021 | 58.41% |
June 30, 2021 | 58.41% |
May 31, 2021 | 58.41% |
April 30, 2021 | 58.41% |
March 31, 2021 | 58.41% |
February 28, 2021 | 58.41% |
January 31, 2021 | 58.41% |
December 31, 2020 | 58.41% |
November 30, 2020 | 58.41% |
October 31, 2020 | 58.41% |
September 30, 2020 | 58.41% |
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
33.59%
Minimum
Nov 2019
79.02%
Maximum
May 2024
59.04%
Average
58.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Tempur Sealy International Inc | 74.91% |
Purple Innovation Inc | 98.59% |
Sleep Number Corp | 94.13% |
Suncliff Inc | 100.00% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.85 |
Beta (5Y) | 1.071 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.79% |
Historical Sharpe Ratio (5Y) | -0.6529 |
Historical Sortino (5Y) | -0.8795 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.74% |