Lowe's Companies Inc (LOW)
229.96
-0.33
(-0.14%)
USD |
NYSE |
Apr 25, 16:00
229.94
-0.02
(-0.01%)
After-Hours: 20:00
Lowe's Max Drawdown (5Y): 48.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.63% |
February 29, 2024 | 48.63% |
January 31, 2024 | 48.63% |
December 31, 2023 | 48.63% |
November 30, 2023 | 48.63% |
October 31, 2023 | 48.63% |
September 30, 2023 | 48.63% |
August 31, 2023 | 48.63% |
July 31, 2023 | 48.63% |
June 30, 2023 | 48.63% |
May 31, 2023 | 48.63% |
April 30, 2023 | 48.63% |
March 31, 2023 | 48.63% |
February 28, 2023 | 48.63% |
January 31, 2023 | 48.63% |
December 31, 2022 | 48.63% |
November 30, 2022 | 48.63% |
October 31, 2022 | 48.63% |
September 30, 2022 | 48.63% |
August 31, 2022 | 48.63% |
July 31, 2022 | 48.63% |
June 30, 2022 | 48.63% |
May 31, 2022 | 48.63% |
April 30, 2022 | 48.63% |
March 31, 2022 | 48.63% |
Date | Value |
---|---|
February 28, 2022 | 48.63% |
January 31, 2022 | 48.63% |
December 31, 2021 | 48.63% |
November 30, 2021 | 48.63% |
October 31, 2021 | 48.63% |
September 30, 2021 | 48.63% |
August 31, 2021 | 48.63% |
July 31, 2021 | 48.63% |
June 30, 2021 | 48.63% |
May 31, 2021 | 48.63% |
April 30, 2021 | 48.63% |
March 31, 2021 | 48.63% |
February 28, 2021 | 48.63% |
January 31, 2021 | 48.63% |
December 31, 2020 | 48.63% |
November 30, 2020 | 48.63% |
October 31, 2020 | 48.63% |
September 30, 2020 | 48.63% |
August 31, 2020 | 48.63% |
July 31, 2020 | 48.63% |
June 30, 2020 | 48.63% |
May 31, 2020 | 48.63% |
April 30, 2020 | 48.63% |
March 31, 2020 | 48.63% |
February 29, 2020 | 26.07% |
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
26.07%
Minimum
Apr 2019
48.63%
Maximum
Mar 2020
44.49%
Average
48.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Home Depot Inc | 37.97% |
Macy's Inc | 91.86% |
AutoZone Inc | 42.14% |
Best Buy Co Inc | 52.58% |
LL Flooring Holdings Inc | 95.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.783 |
Beta (5Y) | 1.132 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.19% |
Historical Sharpe Ratio (5Y) | 0.5768 |
Historical Sortino (5Y) | 0.8255 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.12% |