Lowe's Companies Inc (LOW)
265.23
+2.20
(+0.84%)
USD |
NYSE |
Nov 21, 16:00
264.50
-0.73
(-0.28%)
After-Hours: 20:00
Lowe's Max Drawdown (5Y): 48.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.63% |
| September 30, 2024 | 48.63% |
| August 31, 2024 | 48.63% |
| July 31, 2024 | 48.63% |
| June 30, 2024 | 48.63% |
| May 31, 2024 | 48.63% |
| April 30, 2024 | 48.63% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
48.63%
Maximum
Mar 2020
47.13%
Average
48.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Home Depot Inc | 37.97% |
| TJX Companies Inc | 42.55% |
| Ross Stores Inc | 51.38% |
| Gap Inc | 84.63% |
| Williams-Sonoma Inc | 60.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.124 |
| Beta (5Y) | 1.104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.76% |
| Historical Sharpe Ratio (5Y) | 0.5788 |
| Historical Sortino (5Y) | 0.832 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.75% |