LGL Group Inc (LGL)
6.15
+0.11
(+1.75%)
USD |
NYAM |
Nov 21, 16:00
6.15
0.00 (0.00%)
After-Hours: 20:00
LGL Group Max Drawdown (5Y): 50.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 50.99% |
September 30, 2024 | 50.99% |
August 31, 2024 | 50.99% |
July 31, 2024 | 50.99% |
June 30, 2024 | 50.99% |
May 31, 2024 | 50.99% |
April 30, 2024 | 50.99% |
March 31, 2024 | 50.99% |
February 29, 2024 | 50.99% |
January 31, 2024 | 50.99% |
December 31, 2023 | 50.99% |
November 30, 2023 | 50.99% |
October 31, 2023 | 50.99% |
September 30, 2023 | 50.99% |
August 31, 2023 | 50.99% |
July 31, 2023 | 50.99% |
June 30, 2023 | 50.99% |
May 31, 2023 | 50.99% |
April 30, 2023 | 50.99% |
March 31, 2023 | 50.99% |
February 28, 2023 | 50.99% |
January 31, 2023 | 50.99% |
December 31, 2022 | 50.99% |
November 30, 2022 | 50.99% |
October 31, 2022 | 50.99% |
Date | Value |
---|---|
September 30, 2022 | 50.99% |
August 31, 2022 | 50.99% |
July 31, 2022 | 50.99% |
June 30, 2022 | 50.99% |
May 31, 2022 | 50.99% |
April 30, 2022 | 50.99% |
March 31, 2022 | 50.99% |
February 28, 2022 | 50.99% |
January 31, 2022 | 50.99% |
December 31, 2021 | 50.99% |
November 30, 2021 | 50.99% |
October 31, 2021 | 50.99% |
September 30, 2021 | 50.99% |
August 31, 2021 | 51.19% |
July 31, 2021 | 51.19% |
June 30, 2021 | 51.19% |
May 31, 2021 | 52.40% |
April 30, 2021 | 58.96% |
March 31, 2021 | 59.71% |
February 28, 2021 | 62.57% |
January 31, 2021 | 63.27% |
December 31, 2020 | 68.78% |
November 30, 2020 | 70.97% |
October 31, 2020 | 75.14% |
September 30, 2020 | 78.30% |
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
50.99%
Minimum
Sep 2021
87.80%
Maximum
Nov 2019
59.04%
Average
50.99%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Allient Inc | 63.11% |
Data I/O Corp | 84.25% |
Daktronics Inc | 81.37% |
Vuzix Corp | 97.22% |
M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.996 |
Beta (5Y) | 0.6086 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.87% |
Historical Sharpe Ratio (5Y) | 0.082 |
Historical Sortino (5Y) | 0.1161 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.76% |