Lincoln National Corp (LNC)

31.00 +0.30 (+0.98%) USD  |  NYSE  |  Dec 20, 16:00
30.99 -0.01 (-0.03%) After-Hours: 20:00
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Lincoln National Max Drawdown (5Y): 79.20% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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MetLife Inc 55.16%
Atlantic American Corp 77.42%
Citizens Inc 80.19%
Brighthouse Financial Inc 76.93%
Abacus Life Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -31.45
Beta (5Y) 1.774
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.91%
Historical Sharpe Ratio (5Y) -0.1494
Historical Sortino (5Y) -0.1901
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.26%