Legal & General Group PLC (LGGNF)
2.740
-0.02
(-0.72%)
USD |
OTCM |
Nov 13, 16:00
Legal & General Group Max Drawdown (5Y): 62.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 62.00% |
August 31, 2024 | 62.00% |
July 31, 2024 | 62.00% |
June 30, 2024 | 62.00% |
May 31, 2024 | 62.00% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
62.00%
Maximum
Mar 2020
60.89%
Average
62.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.75 |
Beta (5Y) | 1.537 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.08% |
Historical Sharpe Ratio (5Y) | 0.1346 |
Historical Sortino (5Y) | 0.1791 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.92% |