Lenzing AG (LNZNF)
36.00
0.00 (0.00%)
USD |
OTCM |
Jun 21, 16:00
Lenzing Max Drawdown (5Y): 78.52% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 78.52% |
| April 30, 2024 | 78.52% |
| March 31, 2024 | 78.52% |
| February 29, 2024 | 76.36% |
| January 31, 2024 | 75.23% |
| December 31, 2023 | 75.23% |
| November 30, 2023 | 75.23% |
| October 31, 2023 | 75.23% |
| September 30, 2023 | 75.23% |
| August 31, 2023 | 75.23% |
| July 31, 2023 | 75.23% |
| June 30, 2023 | 75.23% |
| May 31, 2023 | 75.23% |
| April 30, 2023 | 75.23% |
| March 31, 2023 | 75.23% |
| February 28, 2023 | 75.23% |
| January 31, 2023 | 75.23% |
| December 31, 2022 | 75.23% |
| November 30, 2022 | 75.23% |
| October 31, 2022 | 75.23% |
| September 30, 2022 | 75.23% |
| August 31, 2022 | 75.23% |
| July 31, 2022 | 75.23% |
| June 30, 2022 | 75.23% |
| May 31, 2022 | 75.23% |
| Date | Value |
|---|---|
| April 30, 2022 | 75.23% |
| March 31, 2022 | 75.23% |
| February 28, 2022 | 75.23% |
| January 31, 2022 | 75.23% |
| December 31, 2021 | 75.23% |
| November 30, 2021 | 75.23% |
| October 31, 2021 | 75.23% |
| September 30, 2021 | 75.23% |
| August 31, 2021 | 75.23% |
| July 31, 2021 | 75.23% |
| June 30, 2021 | 75.23% |
| May 31, 2021 | 75.23% |
| April 30, 2021 | 75.23% |
| March 31, 2021 | 75.23% |
| February 28, 2021 | 75.23% |
| January 31, 2021 | 75.23% |
| December 31, 2020 | 75.23% |
| November 30, 2020 | 75.23% |
| October 31, 2020 | 75.23% |
| September 30, 2020 | 75.23% |
| August 31, 2020 | 75.23% |
| July 31, 2020 | 75.23% |
| June 30, 2020 | 75.23% |
| May 31, 2020 | 75.23% |
| April 30, 2020 | 75.23% |
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
51.25%
Minimum
Jun 2019
78.52%
Maximum
Mar 2024
71.95%
Average
75.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Wienerberger AG | 73.02% |
| voestalpine AG | 77.34% |
| Core Molding Technologies Inc | 96.20% |
| Flexible Solutions International Inc | 75.75% |
| IT Tech Packaging Inc | 98.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.31 |
| Beta (5Y) | 0.8642 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.09% |
| Historical Sharpe Ratio (5Y) | -0.2365 |
| Historical Sortino (5Y) | -0.723 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.58% |