Lord Abbett Affiliated R2 (LAFQX)
16.23
+0.25 (+1.56%)
USD |
May 23 2022
LAFQX Max Drawdown (5Y): 39.60% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.60% |
| March 31, 2022 | 39.60% |
| February 28, 2022 | 39.60% |
| January 31, 2022 | 39.60% |
| December 31, 2021 | 39.60% |
| November 30, 2021 | 39.60% |
| October 31, 2021 | 39.60% |
| September 30, 2021 | 39.60% |
| August 31, 2021 | 39.60% |
| July 31, 2021 | 39.60% |
| June 30, 2021 | 39.60% |
| May 31, 2021 | 39.60% |
| April 30, 2021 | 39.60% |
| March 31, 2021 | 39.60% |
| February 28, 2021 | 39.60% |
| January 31, 2021 | 39.60% |
| December 31, 2020 | 39.60% |
| November 30, 2020 | 39.60% |
| October 31, 2020 | 39.60% |
| September 30, 2020 | 39.60% |
| August 31, 2020 | 39.60% |
| July 31, 2020 | 39.60% |
| June 30, 2020 | 39.60% |
| May 31, 2020 | 39.60% |
| April 30, 2020 | 39.60% |
| Date | Value |
|---|---|
| March 31, 2020 | 39.60% |
| February 29, 2020 | 17.99% |
| January 31, 2020 | 17.99% |
| December 31, 2019 | 17.99% |
| November 30, 2019 | 17.99% |
| October 31, 2019 | 17.99% |
| September 30, 2019 | 17.99% |
| August 31, 2019 | 17.99% |
| July 31, 2019 | 17.99% |
| June 30, 2019 | 17.99% |
| May 31, 2019 | 17.99% |
| April 30, 2019 | 17.99% |
| March 31, 2019 | 17.99% |
| February 28, 2019 | 17.99% |
| January 31, 2019 | 17.99% |
| December 31, 2018 | 17.99% |
| November 30, 2018 | 16.46% |
| October 31, 2018 | 16.46% |
| September 30, 2018 | 16.46% |
| August 31, 2018 | 16.46% |
| July 31, 2018 | 16.46% |
| June 30, 2018 | 16.46% |
| May 31, 2018 | 16.46% |
| April 30, 2018 | 16.46% |
| March 31, 2018 | 16.46% |
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
16.46%
Minimum
Jun 2017
39.60%
Maximum
Mar 2020
26.95%
Average
17.99%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MainStay Epoch US Equity Yield R3 | 35.86% |
| Goldman Sachs Equity Income R | 35.14% |
| ClearBridge Large Cap Value R | 35.55% |
| JPMorgan US Value R5 | 38.58% |
| Nationwide BNY Mellon Discplnd Val R6 | 43.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.205 |
| Beta (5Y) | 0.9822 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.10% |
| Historical Sharpe Ratio (5Y) | 0.4284 |
| Historical Sortino (5Y) | 0.3956 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.92% |