Lennox International Inc (LII)
650.60
+25.25
(+4.04%)
USD |
NYSE |
Nov 21, 16:00
650.72
+0.12
(+0.02%)
After-Hours: 20:00
Lennox International Max Drawdown (5Y): 46.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.87% |
| September 30, 2024 | 46.87% |
| August 31, 2024 | 46.87% |
| July 31, 2024 | 46.87% |
| June 30, 2024 | 46.87% |
| May 31, 2024 | 46.87% |
| April 30, 2024 | 46.87% |
| March 31, 2024 | 46.87% |
| February 29, 2024 | 46.87% |
| January 31, 2024 | 46.87% |
| December 31, 2023 | 46.87% |
| November 30, 2023 | 46.87% |
| October 31, 2023 | 46.87% |
| September 30, 2023 | 46.87% |
| August 31, 2023 | 46.87% |
| July 31, 2023 | 46.87% |
| June 30, 2023 | 46.87% |
| May 31, 2023 | 46.87% |
| April 30, 2023 | 46.87% |
| March 31, 2023 | 46.87% |
| February 28, 2023 | 46.87% |
| January 31, 2023 | 46.87% |
| December 31, 2022 | 46.87% |
| November 30, 2022 | 46.87% |
| October 31, 2022 | 46.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.87% |
| August 31, 2022 | 46.87% |
| July 31, 2022 | 46.87% |
| June 30, 2022 | 46.87% |
| May 31, 2022 | 42.63% |
| April 30, 2022 | 42.63% |
| March 31, 2022 | 42.63% |
| February 28, 2022 | 42.63% |
| January 31, 2022 | 42.63% |
| December 31, 2021 | 42.63% |
| November 30, 2021 | 42.63% |
| October 31, 2021 | 42.63% |
| September 30, 2021 | 42.63% |
| August 31, 2021 | 42.63% |
| July 31, 2021 | 42.63% |
| June 30, 2021 | 42.63% |
| May 31, 2021 | 42.63% |
| April 30, 2021 | 42.63% |
| March 31, 2021 | 42.63% |
| February 28, 2021 | 42.63% |
| January 31, 2021 | 42.63% |
| December 31, 2020 | 42.63% |
| November 30, 2020 | 42.63% |
| October 31, 2020 | 42.63% |
| September 30, 2020 | 42.63% |
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
20.97%
Minimum
Nov 2019
46.87%
Maximum
Jun 2022
43.25%
Average
42.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AAON Inc | 42.39% |
| Limbach Holdings Inc | 84.10% |
| Trane Technologies PLC | 40.54% |
| CECO Environmental Corp | 74.13% |
| Fuel Tech Inc | 87.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.841 |
| Beta (5Y) | 1.071 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.79% |
| Historical Sharpe Ratio (5Y) | 0.6268 |
| Historical Sortino (5Y) | 0.9546 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.83% |