Louisiana-Pacific Corp (LPX)
112.44
+0.99
(+0.89%)
USD |
NYSE |
Nov 14, 16:00
112.48
+0.04
(+0.04%)
After-Hours: 20:00
Louisiana-Pacific Max Drawdown (5Y): 59.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.45% |
September 30, 2024 | 59.45% |
August 31, 2024 | 59.45% |
July 31, 2024 | 59.45% |
June 30, 2024 | 59.45% |
May 31, 2024 | 59.45% |
April 30, 2024 | 59.45% |
March 31, 2024 | 59.45% |
February 29, 2024 | 59.45% |
January 31, 2024 | 59.45% |
December 31, 2023 | 59.45% |
November 30, 2023 | 59.45% |
October 31, 2023 | 59.45% |
September 30, 2023 | 59.45% |
August 31, 2023 | 59.45% |
July 31, 2023 | 59.45% |
June 30, 2023 | 59.45% |
May 31, 2023 | 59.45% |
April 30, 2023 | 59.45% |
March 31, 2023 | 59.45% |
February 28, 2023 | 59.45% |
January 31, 2023 | 59.45% |
December 31, 2022 | 59.45% |
November 30, 2022 | 59.45% |
October 31, 2022 | 59.45% |
Date | Value |
---|---|
September 30, 2022 | 59.45% |
August 31, 2022 | 59.45% |
July 31, 2022 | 59.45% |
June 30, 2022 | 59.45% |
May 31, 2022 | 59.45% |
April 30, 2022 | 59.45% |
March 31, 2022 | 59.45% |
February 28, 2022 | 59.45% |
January 31, 2022 | 59.45% |
December 31, 2021 | 59.45% |
November 30, 2021 | 59.45% |
October 31, 2021 | 59.45% |
September 30, 2021 | 59.45% |
August 31, 2021 | 59.45% |
July 31, 2021 | 59.45% |
June 30, 2021 | 59.45% |
May 31, 2021 | 59.45% |
April 30, 2021 | 59.45% |
March 31, 2021 | 59.45% |
February 28, 2021 | 59.45% |
January 31, 2021 | 59.45% |
December 31, 2020 | 59.45% |
November 30, 2020 | 59.45% |
October 31, 2020 | 59.45% |
September 30, 2020 | 59.45% |
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
37.87%
Minimum
Nov 2019
59.45%
Maximum
Apr 2020
58.00%
Average
59.45%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Builders FirstSource Inc | 62.21% |
Cummins Inc | 44.05% |
Emerson Electric Co | 50.76% |
AGCO Corp | 54.07% |
The Timken Co | 58.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.889 |
Beta (5Y) | 1.885 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.18% |
Historical Sharpe Ratio (5Y) | 0.5769 |
Historical Sortino (5Y) | 0.8163 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.32% |