Lloyds Banking Group PLC (LLDTF)
0.6146
-0.01
(-1.51%)
USD |
OTCM |
Apr 30, 16:00
Lloyds Banking Group Max Drawdown (5Y): 73.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.31% |
March 31, 2024 | 73.31% |
February 29, 2024 | 73.31% |
January 31, 2024 | 73.31% |
December 31, 2023 | 73.31% |
November 30, 2023 | 73.31% |
October 31, 2023 | 73.31% |
September 30, 2023 | 73.31% |
August 31, 2023 | 73.31% |
July 31, 2023 | 73.31% |
June 30, 2023 | 73.31% |
May 31, 2023 | 73.31% |
April 30, 2023 | 73.31% |
March 31, 2023 | 73.31% |
February 28, 2023 | 73.31% |
January 31, 2023 | 73.31% |
December 31, 2022 | 73.31% |
November 30, 2022 | 73.31% |
October 31, 2022 | 73.31% |
September 30, 2022 | 73.31% |
August 31, 2022 | 73.31% |
July 31, 2022 | 73.31% |
June 30, 2022 | 73.31% |
May 31, 2022 | 73.31% |
April 30, 2022 | 73.31% |
Date | Value |
---|---|
March 31, 2022 | 73.31% |
February 28, 2022 | 73.31% |
January 31, 2022 | 73.31% |
December 31, 2021 | 73.31% |
November 30, 2021 | 73.31% |
October 31, 2021 | 73.31% |
September 30, 2021 | 73.31% |
August 31, 2021 | 73.31% |
July 31, 2021 | 73.31% |
June 30, 2021 | 73.31% |
May 31, 2021 | 73.31% |
April 30, 2021 | 73.31% |
March 31, 2021 | 73.31% |
February 28, 2021 | 73.31% |
January 31, 2021 | 73.31% |
December 31, 2020 | 73.31% |
November 30, 2020 | 73.31% |
October 31, 2020 | 73.31% |
September 30, 2020 | 73.31% |
August 31, 2020 | 73.31% |
July 31, 2020 | 73.31% |
June 30, 2020 | 73.31% |
May 31, 2020 | 73.31% |
April 30, 2020 | 73.31% |
March 31, 2020 | 71.12% |
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
53.72%
Minimum
May 2019
73.31%
Maximum
Apr 2020
70.01%
Average
73.31%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Willis Towers Watson PLC | 32.95% |
Argo Blockchain PLC | -- |
IX Acquisition Corp | -- |
ClimateRock | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.65 |
Beta (5Y) | 1.326 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.89% |
Historical Sharpe Ratio (5Y) | -0.0924 |
Historical Sortino (5Y) | -0.1426 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.83% |