LendingTree Inc (TREE)
44.04
+0.39
(+0.89%)
USD |
NASDAQ |
Nov 22, 14:53
LendingTree Max Drawdown (5Y): 97.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.59% |
| September 30, 2024 | 97.59% |
| August 31, 2024 | 97.59% |
| July 31, 2024 | 97.59% |
| June 30, 2024 | 97.59% |
| May 31, 2024 | 97.59% |
| April 30, 2024 | 97.59% |
| March 31, 2024 | 97.59% |
| February 29, 2024 | 97.59% |
| January 31, 2024 | 97.59% |
| December 31, 2023 | 97.59% |
| November 30, 2023 | 97.59% |
| October 31, 2023 | 97.59% |
| September 30, 2023 | 96.70% |
| August 31, 2023 | 96.09% |
| July 31, 2023 | 96.09% |
| June 30, 2023 | 96.09% |
| May 31, 2023 | 96.09% |
| April 30, 2023 | 95.87% |
| March 31, 2023 | 95.87% |
| February 28, 2023 | 95.87% |
| January 31, 2023 | 95.87% |
| December 31, 2022 | 95.87% |
| November 30, 2022 | 95.28% |
| October 31, 2022 | 95.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.49% |
| August 31, 2022 | 92.96% |
| July 31, 2022 | 90.49% |
| June 30, 2022 | 89.89% |
| May 31, 2022 | 87.31% |
| April 30, 2022 | 81.67% |
| March 31, 2022 | 77.86% |
| February 28, 2022 | 77.77% |
| January 31, 2022 | 75.29% |
| December 31, 2021 | 75.29% |
| November 30, 2021 | 73.84% |
| October 31, 2021 | 69.31% |
| September 30, 2021 | 68.36% |
| August 31, 2021 | 68.36% |
| July 31, 2021 | 68.36% |
| June 30, 2021 | 68.36% |
| May 31, 2021 | 68.36% |
| April 30, 2021 | 68.36% |
| March 31, 2021 | 68.36% |
| February 28, 2021 | 68.36% |
| January 31, 2021 | 68.36% |
| December 31, 2020 | 68.36% |
| November 30, 2020 | 68.36% |
| October 31, 2020 | 68.36% |
| September 30, 2020 | 68.36% |
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
60.18%
Minimum
Nov 2019
97.59%
Maximum
Oct 2023
82.32%
Average
84.49%
Median
Max Drawdown (5Y) Benchmarks
| Financial Gravity Companies Inc | 98.76% |
| 180 Degree Capital Corp | 64.76% |
| ArrowMark Financial Corp | 56.17% |
| Northern Trust Corp | 50.00% |
| Chicago Atlantic BDC Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -60.42 |
| Beta (5Y) | 2.110 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.74% |
| Historical Sharpe Ratio (5Y) | -0.4011 |
| Historical Sortino (5Y) | -0.9028 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.16% |