ClearBridge Dividend Strategy FI (LBRIX)
25.73
-0.37 (-1.42%)
USD |
Mar 17 2023
LBRIX Max Drawdown (5Y): 34.72% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 34.72% |
January 31, 2023 | 34.72% |
December 31, 2022 | 34.72% |
November 30, 2022 | 34.72% |
October 31, 2022 | 34.72% |
September 30, 2022 | 34.72% |
August 31, 2022 | 34.72% |
July 31, 2022 | 34.72% |
June 30, 2022 | 34.72% |
May 31, 2022 | 34.72% |
April 30, 2022 | 34.72% |
March 31, 2022 | 34.72% |
February 28, 2022 | 34.72% |
January 31, 2022 | 34.72% |
December 31, 2021 | 34.72% |
November 30, 2021 | 34.72% |
October 31, 2021 | 34.72% |
September 30, 2021 | 34.72% |
August 31, 2021 | 34.72% |
July 31, 2021 | 34.72% |
June 30, 2021 | 34.72% |
May 31, 2021 | 34.72% |
April 30, 2021 | 34.72% |
March 31, 2021 | 34.72% |
February 28, 2021 | 34.72% |
Date | Value |
---|---|
January 31, 2021 | 34.72% |
December 31, 2020 | 34.72% |
November 30, 2020 | 34.72% |
October 31, 2020 | 34.72% |
September 30, 2020 | 34.72% |
August 31, 2020 | 34.72% |
July 31, 2020 | 34.72% |
June 30, 2020 | 34.72% |
May 31, 2020 | 34.72% |
April 30, 2020 | 34.72% |
March 31, 2020 | 34.72% |
February 29, 2020 | 15.89% |
January 31, 2020 | 15.89% |
December 31, 2019 | 15.89% |
November 30, 2019 | 15.89% |
October 31, 2019 | 15.89% |
September 30, 2019 | 15.89% |
August 31, 2019 | 15.89% |
July 31, 2019 | 15.89% |
June 30, 2019 | 15.89% |
May 31, 2019 | 15.89% |
April 30, 2019 | 15.89% |
March 31, 2019 | 15.89% |
February 28, 2019 | 15.89% |
January 31, 2019 | 15.89% |
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
13.63%
Minimum
Mar 2018
34.72%
Maximum
Mar 2020
26.85%
Average
34.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5625 |
Beta (5Y) | 0.8891 |
Alpha (vs YCharts Benchmark) (5Y) | 0.5625 |
Beta (vs YCharts Benchmark) (5Y) | 0.8891 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.60% |
Historical Sharpe Ratio (5Y) | 0.5542 |
Historical Sortino (5Y) | 0.5577 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.36% |