Lockheed Martin Corp (LMT)
474.90
+11.20
(+2.42%)
USD |
NYSE |
Apr 11, 16:00
474.50
-0.40
(-0.08%)
After-Hours: 20:00
Lockheed Martin Max Drawdown (5Y): 30.71% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Boeing Co | 73.08% |
| General Dynamics Corp | 44.34% |
| GE Aerospace | 81.01% |
| RTX Corp | 48.84% |
| L3Harris Technologies Inc | 38.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2592 |
| Beta (5Y) | 0.3894 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.08% |
| Historical Sharpe Ratio (5Y) | 0.2703 |
| Historical Sortino (5Y) | 0.5551 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.41% |