L3Harris Technologies Inc (LHX)
247.07
-0.41
(-0.17%)
USD |
NYSE |
Nov 04, 16:00
248.54
+1.47
(+0.59%)
After-Hours: 20:00
L3Harris Technologies Max Drawdown (5Y): 38.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.16% |
| September 30, 2024 | 38.16% |
| August 31, 2024 | 38.16% |
| July 31, 2024 | 38.16% |
| June 30, 2024 | 38.16% |
| May 31, 2024 | 38.16% |
| April 30, 2024 | 38.16% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
38.16%
Maximum
Oct 2023
34.67%
Average
34.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -5.881 |
| Beta (5Y) | 0.7225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.57% |
| Historical Sharpe Ratio (5Y) | 0.1402 |
| Historical Sortino (5Y) | 0.213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.45% |