Live Oak Bancshares Inc (LOB)
35.50
+0.69
(+1.98%)
USD |
NYSE |
May 03, 15:20
Live Oak Bancshares Max Drawdown (5Y): 79.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.41% |
| March 31, 2024 | 79.41% |
| February 29, 2024 | 79.41% |
| January 31, 2024 | 79.41% |
| December 31, 2023 | 79.41% |
| November 30, 2023 | 79.41% |
| October 31, 2023 | 79.41% |
| September 30, 2023 | 79.41% |
| August 31, 2023 | 79.41% |
| July 31, 2023 | 79.41% |
| June 30, 2023 | 79.41% |
| May 31, 2023 | 79.41% |
| April 30, 2023 | 77.10% |
| March 31, 2023 | 75.46% |
| February 28, 2023 | 74.82% |
| January 31, 2023 | 74.82% |
| December 31, 2022 | 74.82% |
| November 30, 2022 | 74.82% |
| October 31, 2022 | 74.82% |
| September 30, 2022 | 74.82% |
| August 31, 2022 | 74.82% |
| July 31, 2022 | 74.82% |
| June 30, 2022 | 74.82% |
| May 31, 2022 | 74.82% |
| April 30, 2022 | 74.82% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.82% |
| February 28, 2022 | 74.82% |
| January 31, 2022 | 74.82% |
| December 31, 2021 | 74.82% |
| November 30, 2021 | 74.82% |
| October 31, 2021 | 74.82% |
| September 30, 2021 | 74.82% |
| August 31, 2021 | 74.82% |
| July 31, 2021 | 74.82% |
| June 30, 2021 | 74.82% |
| May 31, 2021 | 74.82% |
| April 30, 2021 | 74.82% |
| March 31, 2021 | 74.82% |
| February 28, 2021 | 74.82% |
| January 31, 2021 | 74.82% |
| December 31, 2020 | 74.82% |
| November 30, 2020 | 74.82% |
| October 31, 2020 | 74.82% |
| September 30, 2020 | 74.82% |
| August 31, 2020 | 74.82% |
| July 31, 2020 | 74.82% |
| June 30, 2020 | 74.82% |
| May 31, 2020 | 74.82% |
| April 30, 2020 | 74.82% |
| March 31, 2020 | 74.82% |
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
59.06%
Minimum
May 2019
79.41%
Maximum
May 2023
73.16%
Average
74.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 85.01% |
| Carver Bancorp Inc | 95.43% |
| Pathward Financial Inc | 64.89% |
| Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.632 |
| Beta (5Y) | 1.628 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.90% |
| Historical Sharpe Ratio (5Y) | 0.1922 |
| Historical Sortino (5Y) | 0.374 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.64% |