Lord Abbett Credit Opportunities A (LARAX)

8.92 -0.04 (-0.45%) USD  |  Mar 04 2025
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LARAX Max Drawdown (5Y): 21.75% for Feb. 28, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Eaton Vance Strategic Income Fund A 10.96%
PIMCO Flexible Credit Income A-3 --
BlackRock Income Fund Investor A 18.54%
PIMCO Income Fund A 13.31%
Fidelity Advisor Tactical Bond Fund A --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 6.266
Beta (5Y) 0.5038
Alpha (vs YCharts Benchmark) (5Y) 7.142
Beta (vs YCharts Benchmark) (5Y) 0.5383
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 7.53%
Historical Sharpe Ratio (5Y) 0.6265
Historical Sortino (5Y) 1.094
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.22%