LyondellBasell Industries NV (LYB)
85.35
+1.16
(+1.38%)
USD |
NYSE |
Nov 05, 16:00
85.50
+0.15
(+0.18%)
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% |
Corteva Inc | 34.76% |
Celanese Corp | 53.33% |
International Flavors & Fragrances Inc | 57.44% |
Dow Inc | 60.83% |
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% |