Legg Mason Partners Fund Advisor, LLC (CEM)
45.82
-0.15
(-0.33%)
USD |
NYSE |
Apr 26, 16:00
45.82
0.00 (0.00%)
After-Hours: 18:09
CEM Max Drawdown (5Y): 95.78% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
June 30, 2020 | 94.91% |
May 31, 2020 | 94.91% |
April 30, 2020 | 94.91% |
March 31, 2020 | 94.91% |
February 29, 2020 | 65.04% |
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
Apr 2019
95.78%
Maximum
Jul 2020
90.09%
Average
95.78%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.67 |
Beta (5Y) | 2.266 |
Alpha (vs YCharts Benchmark) (5Y) | -14.42 |
Beta (vs YCharts Benchmark) (5Y) | 1.406 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.53% |
Historical Sharpe Ratio (5Y) | 0.0023 |
Historical Sortino (5Y) | 0.0029 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.88% |