Lowe's Companies Inc (LOW)

247.72 +3.20 (+1.31%) USD  |  NYSE  |  Dec 20, 16:00
248.52 +0.80 (+0.32%) Pre-Market: 20:00
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Lowe's Max Drawdown (5Y): 48.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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The Home Depot Inc 37.97%
Gap Inc 84.63%
TJX Companies Inc 42.55%
Ross Stores Inc 51.38%
Tractor Supply Co 40.25%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.458
Beta (5Y) 1.095
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.81%
Historical Sharpe Ratio (5Y) 0.5687
Historical Sortino (5Y) 0.8251
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.75%