Legal & General Group PLC (LGGNF)
2.901
-0.06
(-1.99%)
USD |
OTCM |
May 02, 16:00
Legal & General Group Max Drawdown (5Y): 62.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.00% |
March 31, 2024 | 62.00% |
February 29, 2024 | 62.00% |
January 31, 2024 | 62.00% |
December 31, 2023 | 62.00% |
November 30, 2023 | 62.00% |
October 31, 2023 | 62.00% |
September 30, 2023 | 62.00% |
August 31, 2023 | 62.00% |
July 31, 2023 | 62.00% |
June 30, 2023 | 62.00% |
May 31, 2023 | 62.00% |
April 30, 2023 | 62.00% |
March 31, 2023 | 62.00% |
February 28, 2023 | 62.00% |
January 31, 2023 | 62.00% |
December 31, 2022 | 62.00% |
November 30, 2022 | 62.00% |
October 31, 2022 | 62.00% |
September 30, 2022 | 62.00% |
August 31, 2022 | 62.00% |
July 31, 2022 | 62.00% |
June 30, 2022 | 62.00% |
May 31, 2022 | 62.00% |
April 30, 2022 | 62.00% |
Date | Value |
---|---|
March 31, 2022 | 62.00% |
February 28, 2022 | 62.00% |
January 31, 2022 | 62.00% |
December 31, 2021 | 62.00% |
November 30, 2021 | 62.00% |
October 31, 2021 | 62.00% |
September 30, 2021 | 62.00% |
August 31, 2021 | 62.00% |
July 31, 2021 | 62.00% |
June 30, 2021 | 62.00% |
May 31, 2021 | 62.00% |
April 30, 2021 | 62.00% |
March 31, 2021 | 62.00% |
February 28, 2021 | 62.00% |
January 31, 2021 | 62.00% |
December 31, 2020 | 62.00% |
November 30, 2020 | 62.00% |
October 31, 2020 | 62.00% |
September 30, 2020 | 62.00% |
August 31, 2020 | 62.00% |
July 31, 2020 | 62.00% |
June 30, 2020 | 62.00% |
May 31, 2020 | 62.00% |
April 30, 2020 | 62.00% |
March 31, 2020 | 62.00% |
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
45.60%
Minimum
May 2019
62.00%
Maximum
Mar 2020
59.27%
Average
62.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Willis Towers Watson PLC | 32.95% |
Argo Blockchain PLC | -- |
IX Acquisition Corp | -- |
ClimateRock | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.53 |
Beta (5Y) | 1.512 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.47% |
Historical Sharpe Ratio (5Y) | 0.0573 |
Historical Sortino (5Y) | 0.0774 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.80% |