L3Harris Technologies Inc (LHX)
204.11
+2.03
(+1.00%)
USD |
NYSE |
Apr 19, 11:44
L3Harris Technologies Max Drawdown (5Y): 38.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 38.16% |
February 29, 2024 | 38.16% |
January 31, 2024 | 38.16% |
December 31, 2023 | 38.16% |
November 30, 2023 | 38.16% |
October 31, 2023 | 38.16% |
September 30, 2023 | 35.61% |
August 31, 2023 | 34.36% |
July 31, 2023 | 34.36% |
June 30, 2023 | 34.36% |
May 31, 2023 | 34.36% |
April 30, 2023 | 34.36% |
March 31, 2023 | 34.36% |
February 28, 2023 | 34.36% |
January 31, 2023 | 34.36% |
December 31, 2022 | 34.36% |
November 30, 2022 | 34.36% |
October 31, 2022 | 34.36% |
September 30, 2022 | 34.36% |
August 31, 2022 | 34.36% |
July 31, 2022 | 34.36% |
June 30, 2022 | 34.36% |
May 31, 2022 | 34.36% |
April 30, 2022 | 34.36% |
March 31, 2022 | 34.36% |
Date | Value |
---|---|
February 28, 2022 | 34.36% |
January 31, 2022 | 34.36% |
December 31, 2021 | 34.36% |
November 30, 2021 | 34.36% |
October 31, 2021 | 34.36% |
September 30, 2021 | 34.36% |
August 31, 2021 | 34.36% |
July 31, 2021 | 34.36% |
June 30, 2021 | 34.36% |
May 31, 2021 | 34.36% |
April 30, 2021 | 34.36% |
March 31, 2021 | 34.36% |
February 28, 2021 | 34.36% |
January 31, 2021 | 34.36% |
December 31, 2020 | 34.36% |
November 30, 2020 | 34.36% |
October 31, 2020 | 34.36% |
September 30, 2020 | 34.36% |
August 31, 2020 | 34.36% |
July 31, 2020 | 34.36% |
June 30, 2020 | 34.36% |
May 31, 2020 | 34.36% |
April 30, 2020 | 34.36% |
March 31, 2020 | 34.36% |
February 29, 2020 | 26.32% |
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
26.32%
Minimum
Apr 2019
38.16%
Maximum
Oct 2023
33.29%
Average
34.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
General Dynamics Corp | 51.65% |
Lockheed Martin Corp | 36.66% |
Boeing Co | 77.92% |
RTX Corp | 51.84% |
Northrop Grumman Corp | 29.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.421 |
Beta (5Y) | 0.6472 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.84% |
Historical Sharpe Ratio (5Y) | 0.2427 |
Historical Sortino (5Y) | 0.3782 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.45% |