Lord Abbett Fundamental Equity P (LAVPX)
11.15
-0.06 (-0.54%)
USD |
Mar 23 2023
LAVPX Max Drawdown (5Y): 38.70% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 38.70% |
January 31, 2023 | 38.70% |
December 31, 2022 | 38.70% |
November 30, 2022 | 38.70% |
October 31, 2022 | 38.70% |
September 30, 2022 | 38.70% |
August 31, 2022 | 38.70% |
July 31, 2022 | 38.70% |
June 30, 2022 | 38.70% |
May 31, 2022 | 38.70% |
April 30, 2022 | 38.70% |
March 31, 2022 | 38.70% |
February 28, 2022 | 38.70% |
January 31, 2022 | 38.70% |
December 31, 2021 | 38.70% |
November 30, 2021 | 38.70% |
October 31, 2021 | 38.70% |
September 30, 2021 | 38.70% |
August 31, 2021 | 38.70% |
July 31, 2021 | 38.70% |
June 30, 2021 | 38.70% |
May 31, 2021 | 38.70% |
April 30, 2021 | 38.70% |
March 31, 2021 | 38.70% |
February 28, 2021 | 38.70% |
Date | Value |
---|---|
January 31, 2021 | 38.70% |
December 31, 2020 | 38.70% |
November 30, 2020 | 38.70% |
October 31, 2020 | 38.70% |
September 30, 2020 | 38.70% |
August 31, 2020 | 38.70% |
July 31, 2020 | 38.70% |
June 30, 2020 | 38.70% |
May 31, 2020 | 38.70% |
April 30, 2020 | 38.70% |
March 31, 2020 | 38.70% |
February 29, 2020 | 19.37% |
January 31, 2020 | 19.37% |
December 31, 2019 | 19.37% |
November 30, 2019 | 19.37% |
October 31, 2019 | 19.37% |
September 30, 2019 | 19.37% |
August 31, 2019 | 19.37% |
July 31, 2019 | 19.37% |
June 30, 2019 | 19.37% |
May 31, 2019 | 19.37% |
April 30, 2019 | 19.37% |
March 31, 2019 | 19.37% |
February 28, 2019 | 19.37% |
January 31, 2019 | 19.37% |
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
16.64%
Minimum
Mar 2018
38.70%
Maximum
Mar 2020
30.56%
Average
38.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.841 |
Beta (5Y) | 0.9531 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3566 |
Beta (vs YCharts Benchmark) (5Y) | 0.9831 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.63% |
Historical Sharpe Ratio (5Y) | 0.3645 |
Historical Sortino (5Y) | 0.376 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.29% |