Lear Corp (LEA)
125.35
+1.51
(+1.22%)
USD |
NYSE |
May 31, 16:00
125.33
-0.02
(-0.02%)
After-Hours: 20:00
Lear Max Drawdown (5Y): 64.51% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 64.51% |
April 30, 2024 | 64.51% |
March 31, 2024 | 64.51% |
February 29, 2024 | 64.51% |
January 31, 2024 | 64.51% |
December 31, 2023 | 64.51% |
November 30, 2023 | 64.51% |
October 31, 2023 | 64.51% |
September 30, 2023 | 64.51% |
August 31, 2023 | 64.51% |
July 31, 2023 | 64.51% |
June 30, 2023 | 64.51% |
May 31, 2023 | 64.51% |
April 30, 2023 | 64.51% |
March 31, 2023 | 64.51% |
February 28, 2023 | 64.51% |
January 31, 2023 | 64.51% |
December 31, 2022 | 64.51% |
November 30, 2022 | 64.51% |
October 31, 2022 | 64.51% |
September 30, 2022 | 64.51% |
August 31, 2022 | 64.51% |
July 31, 2022 | 64.51% |
June 30, 2022 | 64.51% |
May 31, 2022 | 64.51% |
Date | Value |
---|---|
April 30, 2022 | 64.51% |
March 31, 2022 | 64.51% |
February 28, 2022 | 64.51% |
January 31, 2022 | 64.51% |
December 31, 2021 | 64.51% |
November 30, 2021 | 64.51% |
October 31, 2021 | 64.51% |
September 30, 2021 | 64.51% |
August 31, 2021 | 64.51% |
July 31, 2021 | 64.51% |
June 30, 2021 | 64.51% |
May 31, 2021 | 64.51% |
April 30, 2021 | 64.51% |
March 31, 2021 | 64.51% |
February 28, 2021 | 64.51% |
January 31, 2021 | 64.51% |
December 31, 2020 | 64.51% |
November 30, 2020 | 64.51% |
October 31, 2020 | 64.51% |
September 30, 2020 | 64.51% |
August 31, 2020 | 64.51% |
July 31, 2020 | 64.51% |
June 30, 2020 | 64.51% |
May 31, 2020 | 64.51% |
April 30, 2020 | 64.51% |
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
42.50%
Minimum
Jun 2019
64.51%
Maximum
Mar 2020
61.77%
Average
64.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BorgWarner Inc | 65.56% |
Strattec Security Corp | 83.68% |
American Axle & Mfg Holdings Inc | 89.20% |
Phinia Inc | -- |
Dorman Products Inc | 50.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.02 |
Beta (5Y) | 1.514 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.73% |
Historical Sharpe Ratio (5Y) | 0.0214 |
Historical Sortino (5Y) | 0.034 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.59% |