London Stock Exchange Group PLC (LNSTY)
34.07
-0.07
(-0.20%)
USD |
OTCM |
Nov 15, 16:00
London Stock Exchange Group Max Drawdown (5Y): 41.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.33% |
| September 30, 2024 | 41.33% |
| August 31, 2024 | 41.33% |
| July 31, 2024 | 41.33% |
| June 30, 2024 | 41.33% |
| May 31, 2024 | 41.33% |
| April 30, 2024 | 41.33% |
| March 31, 2024 | 41.33% |
| February 29, 2024 | 41.33% |
| January 31, 2024 | 41.33% |
| December 31, 2023 | 41.33% |
| November 30, 2023 | 41.33% |
| October 31, 2023 | 41.33% |
| September 30, 2023 | 41.33% |
| August 31, 2023 | 41.33% |
| July 31, 2023 | 41.33% |
| June 30, 2023 | 41.33% |
| May 31, 2023 | 41.33% |
| April 30, 2023 | 41.33% |
| March 31, 2023 | 41.33% |
| February 28, 2023 | 41.33% |
| January 31, 2023 | 41.33% |
| December 31, 2022 | 41.33% |
| November 30, 2022 | 41.33% |
| October 31, 2022 | 41.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.11% |
| August 31, 2022 | 41.11% |
| July 31, 2022 | 41.11% |
| June 30, 2022 | 41.11% |
| May 31, 2022 | 38.82% |
| April 30, 2022 | 38.82% |
| March 31, 2022 | 38.82% |
| February 28, 2022 | 37.56% |
| January 31, 2022 | 37.56% |
| December 31, 2021 | 37.56% |
| November 30, 2021 | 37.56% |
| October 31, 2021 | 37.56% |
| September 30, 2021 | 37.56% |
| August 31, 2021 | 37.56% |
| July 31, 2021 | 37.56% |
| June 30, 2021 | 37.56% |
| May 31, 2021 | 37.56% |
| April 30, 2021 | 37.56% |
| March 31, 2021 | 37.56% |
| February 28, 2021 | 37.56% |
| January 31, 2021 | 37.56% |
| December 31, 2020 | 37.56% |
| November 30, 2020 | 37.56% |
| October 31, 2020 | 37.56% |
| September 30, 2020 | 37.56% |
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
27.05%
Minimum
Nov 2019
41.33%
Maximum
Oct 2022
38.73%
Average
38.82%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.693 |
| Beta (5Y) | 0.7779 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.86% |
| Historical Sharpe Ratio (5Y) | 0.2461 |
| Historical Sortino (5Y) | 0.3108 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.85% |