ClearBridge Dividend Strategy Fund FI (LBRIX)
30.75
+0.27
(+0.89%)
USD |
Jun 12 2025
LBRIX Max Drawdown (5Y): 19.24% for May 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Lord Abbett Affiliated Fund P | 20.10% |
| American Century Equity Income Fund G | 14.61% |
| Madison Dividend Income Fund R6 | 18.23% |
| Voya Large Cap Value Fund W | 19.06% |
| Schwab Dividend Equity Fund | 22.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0565 |
| Beta (5Y) | 0.8296 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0565 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8296 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.57% |
| Historical Sharpe Ratio (5Y) | 0.8669 |
| Historical Sortino (5Y) | 1.322 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.19% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LBRIX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LBRIX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |