LCI Industries (LCII)

New York Stock Exchange
USD
US50189K1034
3 May 1989  –  23 September 2022

Performance

Annualized Return
16.49%
Sharpe Ratio
0.55
Maximum Drawdown
-87.55%

Metrics

Metric LCI Industries
Initial Balance $10,000
Final Balance $1,642,264
Returns   [View more details]
Month-To-Date -10.47%
Year-To-Date -32.33%
3M -3.02%
6M -7.11%
Annual Return (3Y) 5.88%
Annual Return (5Y) 1.78%
Annual Return (All) 16.49%
Risk   [View more details]
Annual Volatility 52.14%
Max Drawdown -87.55%
Sharpe Ratio 0.55
Sortino Ratio 0.86
Adjusted Sortino (S/√2) 0.61

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on May 1989.
  • Final balance: The amount of capital we've accrued over time as of September 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 33 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
LCI Industries -15.26% 5.88% 1.78% 16.26% 15.83% 16.49%

Annual Returns

Year LCI Industries
1989 -51.66%
1990 -39.43%
1991 183.02%
1992 208.33%
1993 -9.41%
1994 0%
1995 67.06%
1996 57.14%
1997 15.91%
1998 -8.86%
1999 -22.55%
2000 -36.11%
2001 86.96%
2002 49.3%
2003 73.21%
2004 30.11%
2005 55.88%
2006 -7.73%
2007 5.34%
2008 -56.2%
2009 72.08%
2010 17.43%
2011 7.97%
2012 40.39%
2013 65.05%
2014 -0.25%
2015 23.14%
2016 79.88%
2017 23.07%
2018 -47.21%
2019 65.08%
2020 24.18%
2021 23.02%
2022 -32.33%

LCI Industries had 22 positive years and 11 negative years. That's a positive ratio of 67%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1989 0% 0% 0% 0% 7.2% -9.8% -0% 7.1% -16.8% -16% -19.1% -17.5% -53.1%
1990 7.4% 6.4% -6% -20.2% 16.7% 7.4% -6.9% -7.4% -7.4% -33.3% 0% 6% 13.7%
1991 -29.2% 33.3% -12% 3.4% -3.3% 6.8% 46.8% -0% 36.2% 33% 20% -0% 199.4%
1992 50% 8.4% -2.7% -5.3% 2.7% 5.6% -5.3% 2.8% 0% 60.4% -3.1% 25.3% 132.1%
1993 31% -7.2% 20% -29.6% -21.1% 14.9% -10.1% 22.6% -13.2% 9.1% -6.9% 0% 7.5%
1994 19.3% 10% -9.1% 1.2% 4.9% -1.1% -2.4% -8.5% -9.4% 2.9% -1.5% -2.8% 7%
1995 1.4% 7.3% 15.1% 21.4% -15.7% 7% 4.3% 1% 7.3% 5.8% 10.9% -8.2% 55.7%
1996 -1.8% 13.6% -6.4% 12.9% 3.8% 0.8% 6.6% 24.5% 3.8% 4.2% -7.1% -4.3% 50.1%
1997 13.6% 10% -20.9% 0% 16% 1.5% 9.8% -5.8% 3.8% -17.7% 12.7% 0% 20.8%
1998 -2% 3.5% -1.9% 15.2% 0.9% 1.3% -6.3% -15.1% 3.1% -6.1% 6.5% -5.1% -5.8%
1999 8.6% -4.4% -5.6% 13.2% -0.5% -3.9% -3% -3.7% -21.2% -0.7% 5.6% -5.3% -21.6%
2000 4.2% -13.4% -13.8% 0.9% -0.8% 12.6% -0.9% -10.4% -10.7% -8% -2.3% 2.3% -38.9%
2001 13.6% -10.4% -6% 1.8% 21.1% 10.6% 30% -3.6% -9% 9.9% -1.1% 15.6% 70.4%
2002 20% 12% -12.1% 20.2% 1.6% 6.1% -9.7% 9.1% -4% 4.2% 1.5% -2.4% 47.8%
2003 1.2% -6.1% -0.3% -0.7% 7.8% 11.8% 4.9% -5.8% 2.8% 35.3% 7.5% 3.2% 58.6%
2004 -1.8% 33.4% -3.7% 6% 0.1% 9.3% -6.2% -9.9% 4.2% -12.6% 6.3% 8.6% 32.7%
2005 3.3% 0.2% 0.5% 0.6% 8.2% 10.7% -1.9% 0.7% 15.1% 11.8% 4.4% -6.4% 48.3%
2006 33.6% -13.8% 9.6% 1.1% -11.8% 2.2% -28% 11.9% -3.3% 7.5% 2.2% -6.2% -1.2%
2007 6.5% 3.9% -0.3% 0.3% 17.1% -1.6% 4.9% 12.9% 3.6% -2.7% -31% 0.3% 14.8%
2008 -1.1% -0.5% -9.3% -0.3% -9.9% -27.4% -7.2% 8.3% 6.7% -29.3% 16.2% -14.7% -53%
2009 -28.2% -28% 39.8% 64.5% 0.5% -15.2% 57.7% 7.2% 5.4% -11.8% 1.1% 6.7% 83.9%
2010 -9.9% 24.6% -5% 16.5% -14.5% -7.9% 4.6% -9.5% 9% 1% -4.1% 20.1% 27.3%
2011 4% -2.1% -3.5% 7.8% 9.7% -6.4% -13.8% -6.5% 0.4% 20.3% -9.7% 13% 17.2%
2012 5.9% 5.5% -0.3% 9% -10.8% 4.9% -3.6% 7.9% 4.3% 4.8% 2.5% 6.1% 38.4%
2013 13.6% -0.7% -0.2% -0.6% 4.7% 4% 3.8% 2.8% 8.5% 10.4% 7.9% -1.8% 53%
2014 -6.1% 2.4% 10.1% -7.2% -3.6% 3.1% -10% -1.4% -5% 13.9% -2% 8.4% 2.9%
2015 -1.5% 17.3% 7.7% -7.9% 8.3% -5.5% 1.1% -5.8% -1.2% 9.6% 1% 0.8% 23.8%
2016 -5.7% 4.9% 7.6% 0.6% 19.3% 10.1% 8% 11.5% -3.8% -8.6% 17.9% 2.5% 62.6%
2017 1.9% -1.9% -6.9% 1.4% -11.5% 15.1% 4.2% -7% 17.3% 6.9% 6.2% -0.7% 25%
2018 -15.2% -0.9% -4.2% -8.5% -8% 3.5% 2% 1.7% -10.9% -16.2% 12.5% -13.7% -55.6%
2019 23.4% -1.2% -5% 14.4% -5.7% 9.4% 1.8% -7.5% 9.2% 5.7% 9.6% 1.3% 55.6%
2020 0.8% -10.6% -30.3% 29.8% 14.1% 16.9% 9.4% -9.7% -5.8% 3.2% 14.7% 3.7% 38.7%
2021 -0.2% 8.9% -5.7% 10.7% 1.7% -11.3% 11% -2.9% -4.4% 3.7% 9% 2.9% 26.8%
2022 -21% 1.1% -16% -6.3% 22.8% -5.5% 20.7% -14.2% -10.5% 0% 0% 0% -29.8%
Pos 60.6% 57.6% 24.2% 69.7% 61.8% 67.6% 52.9% 44.1% 52.9% 63.6% 65.6% 56.3% 76.5%
Avg 4.2% 3.2% -2.3% 5% 2.1% 2.4% 3.4% -0.1% 0.1% 3% 2.8% 1.2% 28.1%

Other Return Metrics

Metric LCI Industries
Cumulative Return 16322.64%
Enh Ann Return 25.3%
Best Year 208.33%
Worst Year -56.2%
Best Month 64.52%
Worst Month -33.33%
Best Day 53.62%
Worst Day -25%
Win Ratio (Yearly) 67.65%
Win Ratio (Quarterly) 60.45%
Win Ratio (Monthly) 56.39%
Win Ratio (Daily) 50.57%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
LCI Industries 44.86% 46.93% 43.3% 35.76% 42.39% 52.14%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
LCI Industries -0.14 0.36 0.26 0.6 0.56 0.55

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

LCI Industries

start valley end Drawdown days
2007-10-08 2009-03-09 2013-06-10 -87.55% 2072
1989-05-15 1991-01-23 1992-01-20 -83.33% 980
1998-06-04 2001-03-28 2002-04-30 -68.58% 1426
2017-12-19 2020-04-03 2020-07-29 -53.87% 953
1993-03-31 1993-06-01 1995-09-19 -49.09% 902

The LCI Industries took approximately 42 months on average to recover from a major drawdown. The longest drawdown lasted 69 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric LCI Industries
Sharpe Ratio 0.55
Sortino Ratio 0.86
Adjusted Sortino (S/√2) 0.61
Calmar Ratio 0.19
Omega Ratio 0.19
Gain to Pain Ratio 0.13
Winckel Ratio 58.82
Ulcer Index 0.33
Kelly Criterion 5.69%
Skew 1.4
Kurtosis 21.89
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