William Blair Large Cap Growth N (LCGNX)
17.77
+0.07 (+0.40%)
USD |
Mar 24 2023
LCGNX Max Drawdown (5Y): 37.35% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 37.35% |
| January 31, 2023 | 37.35% |
| December 31, 2022 | 37.35% |
| November 30, 2022 | 37.35% |
| October 31, 2022 | 37.35% |
| September 30, 2022 | 36.68% |
| August 31, 2022 | 35.52% |
| July 31, 2022 | 35.52% |
| June 30, 2022 | 35.52% |
| May 31, 2022 | 32.24% |
| April 30, 2022 | 31.11% |
| March 31, 2022 | 31.11% |
| February 28, 2022 | 31.11% |
| January 31, 2022 | 31.11% |
| December 31, 2021 | 31.11% |
| November 30, 2021 | 31.11% |
| October 31, 2021 | 31.11% |
| September 30, 2021 | 31.11% |
| August 31, 2021 | 31.11% |
| July 31, 2021 | 31.11% |
| June 30, 2021 | 31.11% |
| May 31, 2021 | 31.11% |
| April 30, 2021 | 31.11% |
| March 31, 2021 | 31.11% |
| February 28, 2021 | 31.11% |
| Date | Value |
|---|---|
| January 31, 2021 | 31.11% |
| December 31, 2020 | 31.11% |
| November 30, 2020 | 31.11% |
| October 31, 2020 | 31.11% |
| September 30, 2020 | 31.11% |
| August 31, 2020 | 31.11% |
| July 31, 2020 | 31.11% |
| June 30, 2020 | 31.11% |
| May 31, 2020 | 31.11% |
| April 30, 2020 | 31.11% |
| March 31, 2020 | 31.11% |
| February 29, 2020 | 18.62% |
| January 31, 2020 | 18.62% |
| December 31, 2019 | 18.62% |
| November 30, 2019 | 18.62% |
| October 31, 2019 | 18.62% |
| September 30, 2019 | 18.62% |
| August 31, 2019 | 18.62% |
| July 31, 2019 | 18.62% |
| June 30, 2019 | 18.62% |
| May 31, 2019 | 18.62% |
| April 30, 2019 | 18.62% |
| March 31, 2019 | 18.62% |
| February 28, 2019 | 18.62% |
| January 31, 2019 | 18.62% |
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
15.88%
Minimum
Mar 2018
37.35%
Maximum
Oct 2022
26.55%
Average
31.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| TCW Select Equities N | 43.02% |
| Dunham Focused Large Cap Growth N | 47.58% |
| Janus Henderson Research N | 36.31% |
| AMG Montrusco Bolton Large Cap Growth N | 31.80% |
| City National Rochdale US Cor Eq N | 32.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0805 |
| Beta (5Y) | 1.059 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.744 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9717 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.65% |
| Historical Sharpe Ratio (5Y) | 0.5303 |
| Historical Sortino (5Y) | 0.6663 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.51% |