Lloyds Banking Group PLC (LYG)

2.69 +0.01 (+0.37%) USD  |  NYSE  |  Dec 20, 16:00
2.69 0.00 (0.00%) After-Hours: 20:00
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Lloyds Banking Group Max Drawdown (5Y): 71.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -18.55
Beta (5Y) 1.276
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.24%
Historical Sharpe Ratio (5Y) -0.0384
Historical Sortino (5Y) -0.0539
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.45%