Lloyds Banking Group PLC (LYG)
2.765
-0.04
(-1.25%)
USD |
NYSE |
Nov 21, 16:00
2.765
0.00 (0.00%)
After-Hours: 18:43
Lloyds Banking Group Max Drawdown (5Y): 71.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 71.93% |
September 30, 2024 | 71.93% |
August 31, 2024 | 71.93% |
July 31, 2024 | 71.93% |
June 30, 2024 | 71.93% |
May 31, 2024 | 71.93% |
April 30, 2024 | 71.93% |
March 31, 2024 | 71.93% |
February 29, 2024 | 71.93% |
January 31, 2024 | 71.93% |
December 31, 2023 | 71.93% |
November 30, 2023 | 71.93% |
October 31, 2023 | 71.93% |
September 30, 2023 | 71.93% |
August 31, 2023 | 71.93% |
July 31, 2023 | 71.93% |
June 30, 2023 | 71.93% |
May 31, 2023 | 71.93% |
April 30, 2023 | 71.93% |
March 31, 2023 | 71.93% |
February 28, 2023 | 71.93% |
January 31, 2023 | 71.93% |
December 31, 2022 | 71.93% |
November 30, 2022 | 71.93% |
October 31, 2022 | 71.93% |
Date | Value |
---|---|
September 30, 2022 | 71.93% |
August 31, 2022 | 71.93% |
July 31, 2022 | 71.93% |
June 30, 2022 | 71.93% |
May 31, 2022 | 71.93% |
April 30, 2022 | 71.93% |
March 31, 2022 | 71.93% |
February 28, 2022 | 71.93% |
January 31, 2022 | 71.93% |
December 31, 2021 | 71.93% |
November 30, 2021 | 71.93% |
October 31, 2021 | 71.93% |
September 30, 2021 | 71.93% |
August 31, 2021 | 71.93% |
July 31, 2021 | 71.93% |
June 30, 2021 | 71.93% |
May 31, 2021 | 71.93% |
April 30, 2021 | 71.93% |
March 31, 2021 | 71.93% |
February 28, 2021 | 71.93% |
January 31, 2021 | 71.93% |
December 31, 2020 | 71.93% |
November 30, 2020 | 71.93% |
October 31, 2020 | 71.93% |
September 30, 2020 | 71.93% |
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
53.52%
Minimum
Nov 2019
71.93%
Maximum
Apr 2020
70.68%
Average
71.93%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Barclays PLC | 76.01% |
HSBC Holdings PLC | 63.37% |
NatWest Group PLC | 75.68% |
Banco Santander SA | 73.82% |
Prudential PLC | 63.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.57 |
Beta (5Y) | 1.304 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.13% |
Historical Sharpe Ratio (5Y) | 0.0069 |
Historical Sortino (5Y) | 0.0096 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.45% |