Lennox International Inc (LII)

628.28 +8.40 (+1.36%) USD  |  NYSE  |  Dec 20, 16:00
629.32 +1.04 (+0.17%) After-Hours: 20:00
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Lennox International Max Drawdown (5Y): 46.87% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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AAON Inc 42.39%
Limbach Holdings Inc 84.10%
CECO Environmental Corp 74.13%
Donaldson Co Inc 42.72%
Fuel Tech Inc 87.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.809
Beta (5Y) 1.084
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.74%
Historical Sharpe Ratio (5Y) 0.6821
Historical Sortino (5Y) 1.024
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.83%