ClearBridge Large Cap Growth ESG ETF (LRGE)
76.37
+0.15
(+0.20%)
USD |
NASDAQ |
Nov 25, 16:00
LRGE Max Drawdown (5Y): 37.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.04% |
| September 30, 2024 | 37.04% |
| August 31, 2024 | 37.04% |
| July 31, 2024 | 37.04% |
| June 30, 2024 | 37.04% |
| May 31, 2024 | 37.04% |
| April 30, 2024 | 37.04% |
| March 31, 2024 | 37.04% |
| February 29, 2024 | 37.04% |
| January 31, 2024 | 37.04% |
| December 31, 2023 | 37.04% |
| November 30, 2023 | 37.04% |
| October 31, 2023 | 37.04% |
| September 30, 2023 | 37.04% |
| August 31, 2023 | 37.04% |
| July 31, 2023 | 37.04% |
| June 30, 2023 | 37.04% |
| May 31, 2023 | 37.04% |
| April 30, 2023 | 37.04% |
| March 31, 2023 | 37.04% |
| February 28, 2023 | 37.04% |
| January 31, 2023 | 37.04% |
| December 31, 2022 | 37.04% |
| November 30, 2022 | 37.04% |
| October 31, 2022 | 37.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.33% |
| August 31, 2022 | 35.65% |
| July 31, 2022 | 35.65% |
| June 30, 2022 | 35.65% |
| May 31, 2022 | 31.87% |
| April 30, 2022 | 29.31% |
| March 31, 2022 | 29.31% |
| February 28, 2022 | 29.31% |
| January 31, 2022 | 29.31% |
| December 31, 2021 | 29.31% |
| November 30, 2021 | 29.31% |
| October 31, 2021 | 29.31% |
| September 30, 2021 | 29.31% |
| August 31, 2021 | 29.31% |
| July 31, 2021 | 29.31% |
| June 30, 2021 | 29.31% |
| May 31, 2021 | 29.31% |
| April 30, 2021 | 29.31% |
| March 31, 2021 | 29.31% |
| February 28, 2021 | 29.31% |
| January 31, 2021 | 29.31% |
| December 31, 2020 | 29.31% |
| November 30, 2020 | 29.31% |
| October 31, 2020 | 29.31% |
| September 30, 2020 | 29.31% |
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
19.19%
Minimum
Nov 2019
37.04%
Maximum
Oct 2022
32.33%
Average
30.59%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1338 |
| Beta (5Y) | 1.072 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.269 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9759 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.60% |
| Historical Sharpe Ratio (5Y) | 0.6466 |
| Historical Sortino (5Y) | 0.8183 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.18% |