Lockheed Martin Corp (LMT)
456.09
+0.04
(+0.01%)
USD |
NYSE |
Apr 18, 16:00
459.00
+2.91
(+0.64%)
Pre-Market: 06:39
Lockheed Martin Max Drawdown (5Y): 36.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 36.66% |
| February 29, 2024 | 36.66% |
| January 31, 2024 | 36.66% |
| December 31, 2023 | 36.66% |
| November 30, 2023 | 36.66% |
| October 31, 2023 | 36.66% |
| September 30, 2023 | 36.66% |
| August 31, 2023 | 36.66% |
| July 31, 2023 | 36.66% |
| June 30, 2023 | 36.66% |
| May 31, 2023 | 36.66% |
| April 30, 2023 | 36.66% |
| March 31, 2023 | 36.66% |
| February 28, 2023 | 36.66% |
| January 31, 2023 | 36.66% |
| December 31, 2022 | 36.66% |
| November 30, 2022 | 36.66% |
| October 31, 2022 | 36.66% |
| September 30, 2022 | 36.66% |
| August 31, 2022 | 36.66% |
| July 31, 2022 | 36.66% |
| June 30, 2022 | 36.66% |
| May 31, 2022 | 36.66% |
| April 30, 2022 | 36.66% |
| March 31, 2022 | 36.66% |
| Date | Value |
|---|---|
| February 28, 2022 | 36.66% |
| January 31, 2022 | 36.66% |
| December 31, 2021 | 36.66% |
| November 30, 2021 | 36.66% |
| October 31, 2021 | 36.66% |
| September 30, 2021 | 36.66% |
| August 31, 2021 | 36.66% |
| July 31, 2021 | 36.66% |
| June 30, 2021 | 36.66% |
| May 31, 2021 | 36.66% |
| April 30, 2021 | 36.66% |
| March 31, 2021 | 36.66% |
| February 28, 2021 | 36.66% |
| January 31, 2021 | 36.66% |
| December 31, 2020 | 36.66% |
| November 30, 2020 | 36.66% |
| October 31, 2020 | 36.66% |
| September 30, 2020 | 36.66% |
| August 31, 2020 | 36.66% |
| July 31, 2020 | 36.66% |
| June 30, 2020 | 36.66% |
| May 31, 2020 | 36.66% |
| April 30, 2020 | 36.66% |
| March 31, 2020 | 36.66% |
| February 29, 2020 | 30.32% |
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
30.32%
Minimum
Apr 2019
36.66%
Maximum
Mar 2020
35.50%
Average
36.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boeing Co | 77.92% |
| General Dynamics Corp | 51.65% |
| General Electric Co | 81.01% |
| Textron Inc | 69.96% |
| RTX Corp | 51.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.330 |
| Beta (5Y) | 0.4822 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.75% |
| Historical Sharpe Ratio (5Y) | 0.4053 |
| Historical Sortino (5Y) | 0.6355 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.85% |