Lord Abbett Core Plus Bond R4 (LAPUX)
13.63
+0.01 (+0.07%)
USD |
May 19 2022
LAPUX Max Drawdown (5Y): 10.77% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 10.77% |
| March 31, 2022 | 10.77% |
| February 28, 2022 | 10.77% |
| January 31, 2022 | 10.77% |
| December 31, 2021 | 10.77% |
| November 30, 2021 | 10.77% |
| October 31, 2021 | 10.77% |
| September 30, 2021 | 10.77% |
| August 31, 2021 | 10.77% |
| July 31, 2021 | 10.77% |
| June 30, 2021 | 10.77% |
| May 31, 2021 | 10.77% |
| April 30, 2021 | 10.77% |
| March 31, 2021 | 10.77% |
| February 28, 2021 | 10.77% |
| January 31, 2021 | 10.77% |
| December 31, 2020 | 10.77% |
| November 30, 2020 | 10.77% |
| October 31, 2020 | 10.77% |
| September 30, 2020 | 10.77% |
| August 31, 2020 | 10.77% |
| July 31, 2020 | 10.77% |
| June 30, 2020 | 10.77% |
| May 31, 2020 | 10.77% |
| April 30, 2020 | 10.77% |
| Date | Value |
|---|---|
| March 31, 2020 | 10.77% |
| February 29, 2020 | 2.98% |
| January 31, 2020 | 2.98% |
| December 31, 2019 | 2.98% |
| November 30, 2019 | 2.98% |
| October 31, 2019 | 2.98% |
| September 30, 2019 | 2.98% |
| August 31, 2019 | 2.98% |
| July 31, 2019 | 2.98% |
| June 30, 2019 | 2.98% |
| May 31, 2019 | 2.98% |
| April 30, 2019 | 2.98% |
| March 31, 2019 | 2.98% |
| February 28, 2019 | 2.98% |
| January 31, 2019 | 2.98% |
| December 31, 2018 | 2.98% |
| November 30, 2018 | 2.98% |
| October 31, 2018 | 2.98% |
| September 30, 2018 | 2.98% |
| August 31, 2018 | 2.98% |
| July 31, 2018 | 2.98% |
| June 30, 2018 | 2.98% |
| May 31, 2018 | 2.98% |
| April 30, 2018 | 2.98% |
| March 31, 2018 | 2.98% |
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
2.98%
Minimum
May 2017
10.77%
Maximum
Mar 2020
6.36%
Average
2.98%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Lord Abbett Total Return R2 | 10.22% |
| Putnam Mortgage Securities R | 15.08% |
| Putnam Income R5 | 11.64% |
| AB Total Return Bond K | 13.84% |
| Goldman Sachs Bond R | 13.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4589 |
| Beta (5Y) | 0.942 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.13% |
| Historical Sharpe Ratio (5Y) | 0.1458 |
| Historical Sortino (5Y) | 0.1349 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.09% |