Lincoln National Corp (LNC)
32.91
-0.61
(-1.82%)
USD |
NYSE |
Nov 04, 16:00
32.90
-0.01
(-0.03%)
After-Hours: 20:00
Lincoln National Max Drawdown (5Y): 79.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.20% |
| September 30, 2024 | 79.20% |
| August 31, 2024 | 79.20% |
| July 31, 2024 | 79.20% |
| June 30, 2024 | 79.20% |
| May 31, 2024 | 79.20% |
| April 30, 2024 | 79.20% |
| March 31, 2024 | 79.20% |
| February 29, 2024 | 79.20% |
| January 31, 2024 | 79.20% |
| December 31, 2023 | 79.20% |
| November 30, 2023 | 79.20% |
| October 31, 2023 | 79.20% |
| September 30, 2023 | 79.20% |
| August 31, 2023 | 79.20% |
| July 31, 2023 | 79.20% |
| June 30, 2023 | 79.20% |
| May 31, 2023 | 79.20% |
| April 30, 2023 | 79.20% |
| March 31, 2023 | 79.20% |
| February 28, 2023 | 79.20% |
| January 31, 2023 | 79.20% |
| December 31, 2022 | 79.20% |
| November 30, 2022 | 79.20% |
| October 31, 2022 | 79.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.20% |
| August 31, 2022 | 79.20% |
| July 31, 2022 | 79.20% |
| June 30, 2022 | 79.20% |
| May 31, 2022 | 79.20% |
| April 30, 2022 | 79.20% |
| March 31, 2022 | 79.20% |
| February 28, 2022 | 79.20% |
| January 31, 2022 | 79.20% |
| December 31, 2021 | 79.20% |
| November 30, 2021 | 79.20% |
| October 31, 2021 | 79.20% |
| September 30, 2021 | 79.20% |
| August 31, 2021 | 79.20% |
| July 31, 2021 | 79.20% |
| June 30, 2021 | 79.20% |
| May 31, 2021 | 79.20% |
| April 30, 2021 | 79.20% |
| March 31, 2021 | 79.20% |
| February 28, 2021 | 79.20% |
| January 31, 2021 | 79.20% |
| December 31, 2020 | 79.20% |
| November 30, 2020 | 79.20% |
| October 31, 2020 | 79.20% |
| September 30, 2020 | 79.20% |
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
49.41%
Minimum
Nov 2019
79.20%
Maximum
Mar 2020
77.21%
Average
79.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Primerica Inc | 54.46% |
| MetLife Inc | 55.16% |
| Brighthouse Financial Inc | 76.93% |
| Atlantic American Corp | 77.42% |
| Abacus Life Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.42 |
| Beta (5Y) | 1.792 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.79% |
| Historical Sharpe Ratio (5Y) | -0.1408 |
| Historical Sortino (5Y) | -0.1799 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.26% |