Lumen Technologies Inc (LUMN)
7.48
+0.48
(+6.86%)
USD |
NYSE |
Nov 04, 16:00
7.42
-0.06
(-0.80%)
Pre-Market: 04:21
Lumen Technologies Max Drawdown (5Y): 92.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 92.87% |
September 30, 2024 | 92.87% |
August 31, 2024 | 92.87% |
July 31, 2024 | 92.87% |
June 30, 2024 | 92.87% |
May 31, 2024 | 92.87% |
April 30, 2024 | 92.87% |
March 31, 2024 | 92.87% |
February 29, 2024 | 92.87% |
January 31, 2024 | 92.87% |
December 31, 2023 | 92.87% |
November 30, 2023 | 92.87% |
October 31, 2023 | 90.61% |
September 30, 2023 | 90.54% |
August 31, 2023 | 90.12% |
July 31, 2023 | 90.01% |
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
92.87%
Maximum
Nov 2023
74.39%
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 | 83.50% |
Ribbon Communications Inc | 83.30% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.66 |
Beta (5Y) | 1.21 |
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% |