LPL Financial Holdings Inc (LPLA)
265.42
+0.88
(+0.33%)
USD |
NASDAQ |
Apr 25, 16:00
265.52
+0.10
(+0.04%)
After-Hours: 20:00
LPL Financial Holdings Max Drawdown (5Y): 60.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 60.33% |
| February 29, 2024 | 60.33% |
| January 31, 2024 | 60.33% |
| December 31, 2023 | 60.33% |
| November 30, 2023 | 60.33% |
| October 31, 2023 | 60.33% |
| September 30, 2023 | 60.33% |
| August 31, 2023 | 60.33% |
| July 31, 2023 | 60.33% |
| June 30, 2023 | 60.33% |
| May 31, 2023 | 60.33% |
| April 30, 2023 | 60.33% |
| March 31, 2023 | 60.33% |
| February 28, 2023 | 60.33% |
| January 31, 2023 | 60.33% |
| December 31, 2022 | 60.33% |
| November 30, 2022 | 60.33% |
| October 31, 2022 | 60.33% |
| September 30, 2022 | 60.33% |
| August 31, 2022 | 60.33% |
| July 31, 2022 | 60.33% |
| June 30, 2022 | 60.33% |
| May 31, 2022 | 60.33% |
| April 30, 2022 | 60.33% |
| March 31, 2022 | 60.33% |
| Date | Value |
|---|---|
| February 28, 2022 | 60.33% |
| January 31, 2022 | 60.33% |
| December 31, 2021 | 60.33% |
| November 30, 2021 | 60.33% |
| October 31, 2021 | 60.33% |
| September 30, 2021 | 60.33% |
| August 31, 2021 | 60.33% |
| July 31, 2021 | 60.33% |
| June 30, 2021 | 60.33% |
| May 31, 2021 | 60.33% |
| April 30, 2021 | 60.33% |
| March 31, 2021 | 60.33% |
| February 28, 2021 | 60.33% |
| January 31, 2021 | 60.33% |
| December 31, 2020 | 61.01% |
| November 30, 2020 | 69.32% |
| October 31, 2020 | 69.32% |
| September 30, 2020 | 69.32% |
| August 31, 2020 | 69.32% |
| July 31, 2020 | 69.32% |
| June 30, 2020 | 69.32% |
| May 31, 2020 | 69.32% |
| April 30, 2020 | 69.32% |
| March 31, 2020 | 69.32% |
| February 29, 2020 | 69.32% |
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
60.33%
Minimum
Jan 2021
69.32%
Maximum
Apr 2019
63.34%
Average
60.33%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Stifel Financial Corp | 51.89% |
| Charles Schwab Corp | 51.08% |
| State Street Corporation | 59.60% |
| Moelis & Co | 58.34% |
| OFS Capital Corp | 69.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.65 |
| Beta (5Y) | 0.8435 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.18% |
| Historical Sharpe Ratio (5Y) | 0.7569 |
| Historical Sortino (5Y) | 0.9273 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.06% |