Legg Mason Partners Fund Advisor, LLC (CEM)
44.64
0.00 (0.00%)
USD |
NYSE |
Sep 09, 16:00
CEM Max Drawdown (5Y): 95.78% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 95.78% |
July 31, 2024 | 95.78% |
June 30, 2024 | 95.78% |
May 31, 2024 | 95.78% |
April 30, 2024 | 95.78% |
March 31, 2024 | 95.78% |
February 29, 2024 | 95.78% |
January 31, 2024 | 95.78% |
December 31, 2023 | 95.78% |
November 30, 2023 | 95.78% |
October 31, 2023 | 95.78% |
September 30, 2023 | 95.78% |
August 31, 2023 | 95.78% |
July 31, 2023 | 95.78% |
June 30, 2023 | 95.78% |
May 31, 2023 | 95.78% |
April 30, 2023 | 95.78% |
March 31, 2023 | 95.78% |
February 28, 2023 | 95.78% |
January 31, 2023 | 95.78% |
December 31, 2022 | 95.78% |
November 30, 2022 | 95.78% |
October 31, 2022 | 95.78% |
September 30, 2022 | 95.78% |
August 31, 2022 | 95.78% |
Date | Value |
---|---|
July 31, 2022 | 95.78% |
June 30, 2022 | 95.78% |
May 31, 2022 | 95.78% |
April 30, 2022 | 95.78% |
March 31, 2022 | 95.78% |
February 28, 2022 | 95.78% |
January 31, 2022 | 95.78% |
December 31, 2021 | 95.78% |
November 30, 2021 | 95.78% |
October 31, 2021 | 95.78% |
September 30, 2021 | 95.78% |
August 31, 2021 | 95.78% |
July 31, 2021 | 95.78% |
June 30, 2021 | 95.78% |
May 31, 2021 | 95.78% |
April 30, 2021 | 95.78% |
March 31, 2021 | 95.78% |
February 28, 2021 | 95.78% |
January 31, 2021 | 95.78% |
December 31, 2020 | 95.78% |
November 30, 2020 | 95.78% |
October 31, 2020 | 95.78% |
September 30, 2020 | 95.78% |
August 31, 2020 | 95.78% |
July 31, 2020 | 95.78% |
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
65.04%
Minimum
Nov 2019
95.78%
Maximum
Jul 2020
93.60%
Average
95.78%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.13 |
Beta (5Y) | 2.343 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.34% |
Historical Sharpe Ratio (5Y) | 0.0312 |
Historical Sortino (5Y) | 0.0392 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.88% |