L3Harris Technologies Inc (LHX)

213.55 +2.91 (+1.38%) USD  |  NYSE  |  Dec 20, 16:00
214.02 +0.47 (+0.22%) After-Hours: 20:00
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L3Harris Technologies Max Drawdown (5Y): 38.16% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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General Dynamics Corp 51.65%
Lockheed Martin Corp 36.66%
RTX Corp 51.84%
Boeing Co 77.92%
Northrop Grumman Corp 29.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.726
Beta (5Y) 0.7176
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.30%
Historical Sharpe Ratio (5Y) 0.1588
Historical Sortino (5Y) 0.2391
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.45%