LPL Financial Holdings Inc (LPLA)

328.02 +0.33 (+0.10%) USD  |  NASDAQ  |  Dec 20, 16:00
333.79 +5.77 (+1.76%) After-Hours: 20:00
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LPL Financial Holdings Max Drawdown (5Y): 60.33% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Stifel Financial Corp 51.89%
State Street Corp 59.60%
Wells Fargo & Co 64.47%
BlackRock Inc 43.88%
Charles Schwab Corp 51.08%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 15.61
Beta (5Y) 0.8639
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.34%
Historical Sharpe Ratio (5Y) 0.6566
Historical Sortino (5Y) 0.7994
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.56%