LyondellBasell Industries NV (LYB)
82.80
+0.32
(+0.39%)
USD |
NYSE |
Nov 21, 16:00
82.80
0.00 (0.00%)
After-Hours: 20:00
LyondellBasell Industries Max Drawdown (5Y): 68.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.15% |
| September 30, 2024 | 68.15% |
| August 31, 2024 | 68.15% |
| July 31, 2024 | 68.15% |
| June 30, 2024 | 68.15% |
| May 31, 2024 | 68.15% |
| April 30, 2024 | 68.15% |
| March 31, 2024 | 68.15% |
| February 29, 2024 | 68.15% |
| January 31, 2024 | 68.15% |
| December 31, 2023 | 68.15% |
| November 30, 2023 | 68.15% |
| October 31, 2023 | 68.15% |
| September 30, 2023 | 68.15% |
| August 31, 2023 | 68.15% |
| July 31, 2023 | 68.15% |
| June 30, 2023 | 68.15% |
| May 31, 2023 | 68.15% |
| April 30, 2023 | 68.15% |
| March 31, 2023 | 68.15% |
| February 28, 2023 | 68.15% |
| January 31, 2023 | 68.15% |
| December 31, 2022 | 68.15% |
| November 30, 2022 | 68.15% |
| October 31, 2022 | 68.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.15% |
| August 31, 2022 | 68.15% |
| July 31, 2022 | 68.15% |
| June 30, 2022 | 68.15% |
| May 31, 2022 | 68.15% |
| April 30, 2022 | 68.15% |
| March 31, 2022 | 68.15% |
| February 28, 2022 | 68.15% |
| January 31, 2022 | 68.15% |
| December 31, 2021 | 68.15% |
| November 30, 2021 | 68.15% |
| October 31, 2021 | 68.15% |
| September 30, 2021 | 68.15% |
| August 31, 2021 | 68.15% |
| July 31, 2021 | 68.15% |
| June 30, 2021 | 68.15% |
| May 31, 2021 | 68.15% |
| April 30, 2021 | 68.15% |
| March 31, 2021 | 68.15% |
| February 28, 2021 | 68.15% |
| January 31, 2021 | 68.15% |
| December 31, 2020 | 68.15% |
| November 30, 2020 | 68.15% |
| October 31, 2020 | 68.15% |
| September 30, 2020 | 68.15% |
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
39.47%
Minimum
Nov 2019
68.15%
Maximum
Mar 2020
66.24%
Average
68.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Air Products & Chemicals Inc | 31.79% |
| International Flavors & Fragrances Inc | 57.44% |
| United States Steel Corp | 89.14% |
| Corteva Inc | -- |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.90 |
| Beta (5Y) | 1.085 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.59% |
| Historical Sharpe Ratio (5Y) | 0.0927 |
| Historical Sortino (5Y) | 0.1144 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.39% |