Luxfer Holdings PLC (LXFR)
11.62
-0.08
(-0.68%)
USD |
NYSE |
May 06, 16:00
11.62
0.00 (0.00%)
After-Hours: 20:00
Luxfer Holdings Max Drawdown (5Y): 65.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 65.70% |
| March 31, 2024 | 65.70% |
| February 29, 2024 | 65.70% |
| January 31, 2024 | 64.41% |
| December 31, 2023 | 64.41% |
| November 30, 2023 | 64.41% |
| October 31, 2023 | 63.12% |
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 58.94% |
| July 31, 2020 | 58.94% |
| June 30, 2020 | 58.94% |
| May 31, 2020 | 58.94% |
| April 30, 2020 | 58.94% |
| March 31, 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
May 2019
65.70%
Maximum
Feb 2024
59.33%
Average
58.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Park-Ohio Holdings Corp | 78.54% |
| Quality Industrial Corp | 99.71% |
| Next-ChemX Corp | -- |
| Symbotic Inc | -- |
| Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.35 |
| Beta (5Y) | 0.8573 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.98% |
| Historical Sharpe Ratio (5Y) | -0.395 |
| Historical Sortino (5Y) | -0.6207 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.97% |