Lumen Technologies Inc (LUMN)
8.005
+0.46
(+6.03%)
USD |
NYSE |
Nov 21, 13:15
Lumen Technologies Max Drawdown (5Y): 93.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 93.54% |
September 30, 2024 | 93.54% |
August 31, 2024 | 93.54% |
July 31, 2024 | 93.54% |
June 30, 2024 | 93.54% |
May 31, 2024 | 93.54% |
April 30, 2024 | 93.54% |
March 31, 2024 | 93.54% |
February 29, 2024 | 93.54% |
January 31, 2024 | 93.54% |
December 31, 2023 | 93.54% |
November 30, 2023 | 93.54% |
October 31, 2023 | 91.70% |
September 30, 2023 | 91.64% |
August 31, 2023 | 90.84% |
July 31, 2023 | 90.20% |
June 30, 2023 | 89.24% |
May 31, 2023 | 88.63% |
April 30, 2023 | 87.06% |
March 31, 2023 | 85.43% |
February 28, 2023 | 79.44% |
January 31, 2023 | 69.58% |
December 31, 2022 | 69.22% |
November 30, 2022 | 66.92% |
October 31, 2022 | 65.35% |
Date | Value |
---|---|
September 30, 2022 | 65.35% |
August 31, 2022 | 65.35% |
July 31, 2022 | 65.35% |
June 30, 2022 | 65.35% |
May 31, 2022 | 65.35% |
April 30, 2022 | 65.35% |
March 31, 2022 | 65.35% |
February 28, 2022 | 65.35% |
January 31, 2022 | 65.35% |
December 31, 2021 | 65.35% |
November 30, 2021 | 65.35% |
October 31, 2021 | 65.35% |
September 30, 2021 | 65.35% |
August 31, 2021 | 65.35% |
July 31, 2021 | 65.35% |
June 30, 2021 | 65.35% |
May 31, 2021 | 65.35% |
April 30, 2021 | 65.35% |
March 31, 2021 | 65.35% |
February 28, 2021 | 65.35% |
January 31, 2021 | 65.35% |
December 31, 2020 | 65.35% |
November 30, 2020 | 65.35% |
October 31, 2020 | 65.35% |
September 30, 2020 | 65.35% |
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
65.35%
Minimum
Nov 2019
93.54%
Maximum
Nov 2023
74.58%
Average
65.35%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Meta Platforms Inc | 76.74% |
Verizon Communications Inc | 41.16% |
Cogent Communications Holdings Inc | 39.34% |
Consolidated Communications Holdings Inc | 84.87% |
Ribbon Communications Inc | 87.28% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.66 |
Beta (5Y) | 1.210 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 156.0% |
Historical Sharpe Ratio (5Y) | -0.0708 |
Historical Sortino (5Y) | -0.3596 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.57% |