Lamb Weston Holdings Inc (LW)
54.46
-0.17
(-0.31%)
USD |
NYSE |
Apr 16, 10:48
Lamb Weston Holdings Max Drawdown (5Y): 56.43% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| General Mills Inc | 32.36% |
| Lancaster Colony Corp | 39.48% |
| Conagra Brands Inc | 35.45% |
| JM Smucker Co | 33.88% |
| The Kraft Heinz Co | 70.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.16 |
| Beta (5Y) | 0.4796 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.59% |
| Historical Sharpe Ratio (5Y) | -0.072 |
| Historical Sortino (5Y) | -0.1001 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.46% |