Lloyds Banking Group PLC (LYG)
2.505
0.00 (0.00%)
USD |
NYSE |
Apr 19, 13:07
Lloyds Banking Group Max Drawdown (5Y): 71.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 71.47% |
| February 29, 2024 | 71.47% |
| January 31, 2024 | 71.47% |
| December 31, 2023 | 71.47% |
| November 30, 2023 | 71.47% |
| October 31, 2023 | 71.47% |
| September 30, 2023 | 71.47% |
| August 31, 2023 | 71.47% |
| July 31, 2023 | 71.47% |
| June 30, 2023 | 71.47% |
| May 31, 2023 | 71.47% |
| April 30, 2023 | 71.47% |
| March 31, 2023 | 71.47% |
| February 28, 2023 | 71.47% |
| January 31, 2023 | 71.47% |
| December 31, 2022 | 71.47% |
| November 30, 2022 | 71.47% |
| October 31, 2022 | 71.47% |
| September 30, 2022 | 71.47% |
| August 31, 2022 | 71.47% |
| July 31, 2022 | 71.47% |
| June 30, 2022 | 71.47% |
| May 31, 2022 | 71.47% |
| April 30, 2022 | 71.47% |
| March 31, 2022 | 71.47% |
| Date | Value |
|---|---|
| February 28, 2022 | 71.47% |
| January 31, 2022 | 71.47% |
| December 31, 2021 | 71.47% |
| November 30, 2021 | 71.47% |
| October 31, 2021 | 71.47% |
| September 30, 2021 | 71.47% |
| August 31, 2021 | 71.47% |
| July 31, 2021 | 71.47% |
| June 30, 2021 | 71.47% |
| May 31, 2021 | 71.47% |
| April 30, 2021 | 71.47% |
| March 31, 2021 | 71.47% |
| February 28, 2021 | 71.47% |
| January 31, 2021 | 71.47% |
| December 31, 2020 | 71.47% |
| November 30, 2020 | 71.47% |
| October 31, 2020 | 71.47% |
| September 30, 2020 | 71.47% |
| August 31, 2020 | 71.47% |
| July 31, 2020 | 71.47% |
| June 30, 2020 | 71.47% |
| May 31, 2020 | 71.47% |
| April 30, 2020 | 71.47% |
| March 31, 2020 | 70.37% |
| February 29, 2020 | 53.52% |
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
Apr 2019
71.47%
Maximum
Apr 2020
68.16%
Average
71.47%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Barclays PLC | 76.01% |
| NatWest Group PLC | 75.68% |
| HSBC Holdings PLC | 63.37% |
| Banco Santander SA | 73.82% |
| Prudential PLC | 63.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.81 |
| Beta (5Y) | 1.316 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.18% |
| Historical Sharpe Ratio (5Y) | -0.0654 |
| Historical Sortino (5Y) | -0.0952 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.93% |