Luxfer Holdings PLC (LXFR)
14.12
+0.14
(+1.00%)
USD |
NYSE |
Nov 22, 10:51
Luxfer Holdings Max Drawdown (5Y): 65.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.70% |
| September 30, 2024 | 65.70% |
| August 31, 2024 | 65.70% |
| July 31, 2024 | 65.70% |
| June 30, 2024 | 65.70% |
| May 31, 2024 | 65.70% |
| April 30, 2024 | 65.70% |
| March 31, 2024 | 65.70% |
| February 29, 2024 | 65.70% |
| January 31, 2024 | 65.09% |
| December 31, 2023 | 65.09% |
| November 30, 2023 | 65.09% |
| October 31, 2023 | 65.09% |
| September 30, 2023 | 58.94% |
| August 31, 2023 | 58.94% |
| July 31, 2023 | 58.94% |
| June 30, 2023 | 58.94% |
| May 31, 2023 | 58.94% |
| April 30, 2023 | 58.94% |
| March 31, 2023 | 58.94% |
| February 28, 2023 | 58.94% |
| January 31, 2023 | 58.94% |
| December 31, 2022 | 58.94% |
| November 30, 2022 | 58.94% |
| October 31, 2022 | 58.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.94% |
| August 31, 2022 | 58.94% |
| July 31, 2022 | 58.94% |
| June 30, 2022 | 58.94% |
| May 31, 2022 | 58.94% |
| April 30, 2022 | 58.94% |
| March 31, 2022 | 58.94% |
| February 28, 2022 | 58.94% |
| January 31, 2022 | 58.94% |
| December 31, 2021 | 58.94% |
| November 30, 2021 | 58.94% |
| October 31, 2021 | 58.94% |
| September 30, 2021 | 58.94% |
| August 31, 2021 | 58.94% |
| July 31, 2021 | 58.94% |
| June 30, 2021 | 58.94% |
| May 31, 2021 | 58.94% |
| April 30, 2021 | 58.94% |
| March 31, 2021 | 58.94% |
| February 28, 2021 | 58.94% |
| January 31, 2021 | 58.94% |
| December 31, 2020 | 58.94% |
| November 30, 2020 | 58.94% |
| October 31, 2020 | 58.94% |
| September 30, 2020 | 58.94% |
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
57.16%
Minimum
Nov 2019
65.70%
Maximum
Feb 2024
60.25%
Average
58.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Park-Ohio Holdings Corp | 78.54% |
| Quality Industrial Corp | 99.71% |
| Next-ChemX Corp | 97.14% |
| Symbotic Inc | -- |
| Hillenbrand Inc | 71.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.40 |
| Beta (5Y) | 0.8874 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.92% |
| Historical Sharpe Ratio (5Y) | -0.0487 |
| Historical Sortino (5Y) | -0.0854 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.60% |