Logility Supply Chain Solutions Inc (LGTY)
10.54
+0.05
(+0.48%)
USD |
NASDAQ |
Oct 04, 16:00
Logility Supply Chain Solutions Max Drawdown (5Y): 71.68% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 71.68% |
August 31, 2024 | 71.68% |
July 31, 2024 | 71.68% |
June 30, 2024 | 71.68% |
May 31, 2024 | 68.64% |
April 30, 2024 | 68.64% |
March 31, 2024 | 68.64% |
February 29, 2024 | 68.64% |
January 31, 2024 | 68.64% |
December 31, 2023 | 68.64% |
November 30, 2023 | 68.64% |
October 31, 2023 | 67.35% |
September 30, 2023 | 67.35% |
August 31, 2023 | 67.35% |
July 31, 2023 | 67.35% |
June 30, 2023 | 67.35% |
May 31, 2023 | 62.83% |
April 30, 2023 | 62.83% |
March 31, 2023 | 62.26% |
February 28, 2023 | 58.97% |
January 31, 2023 | 56.46% |
December 31, 2022 | 56.46% |
November 30, 2022 | 55.26% |
October 31, 2022 | 54.00% |
September 30, 2022 | 54.00% |
Date | Value |
---|---|
August 31, 2022 | 53.10% |
July 31, 2022 | 53.10% |
June 30, 2022 | 53.10% |
May 31, 2022 | 53.10% |
April 30, 2022 | 52.81% |
March 31, 2022 | 52.81% |
February 28, 2022 | 52.81% |
January 31, 2022 | 52.81% |
December 31, 2021 | 52.81% |
November 30, 2021 | 52.81% |
October 31, 2021 | 52.81% |
September 30, 2021 | 52.81% |
August 31, 2021 | 52.81% |
July 31, 2021 | 52.81% |
June 30, 2021 | 52.81% |
May 31, 2021 | 52.81% |
April 30, 2021 | 52.81% |
March 31, 2021 | 52.81% |
February 28, 2021 | 52.81% |
January 31, 2021 | 52.81% |
December 31, 2020 | 52.81% |
November 30, 2020 | 52.81% |
October 31, 2020 | 52.81% |
September 30, 2020 | 52.81% |
August 31, 2020 | 52.81% |
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
50.29%
Minimum
Oct 2019
71.68%
Maximum
Jun 2024
57.73%
Average
52.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Adobe Inc | 60.02% |
Automatic Data Processing Inc | 39.40% |
Autodesk Inc | 51.99% |
Inuvo Inc | 95.07% |
Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.57 |
Beta (5Y) | 0.7548 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.53% |
Historical Sharpe Ratio (5Y) | -0.1365 |
Historical Sortino (5Y) | -0.2143 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.82% |