ClearBridge Large Cap Growth O (LCMMX)
53.37
+1.77 (+3.43%)
USD |
Jun 24 2022
LCMMX Max Drawdown (5Y): 32.47% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 32.47% |
| April 30, 2022 | 30.16% |
| March 31, 2022 | 30.16% |
| February 28, 2022 | 30.16% |
| January 31, 2022 | 30.16% |
| December 31, 2021 | 30.16% |
| November 30, 2021 | 30.16% |
| October 31, 2021 | 30.16% |
| September 30, 2021 | 30.16% |
| August 31, 2021 | 30.16% |
| July 31, 2021 | 30.16% |
| June 30, 2021 | 30.16% |
| May 31, 2021 | 30.16% |
| April 30, 2021 | 30.16% |
| March 31, 2021 | 30.16% |
| February 28, 2021 | 30.16% |
| January 31, 2021 | 30.16% |
| December 31, 2020 | 30.16% |
| November 30, 2020 | 30.16% |
| October 31, 2020 | 30.16% |
| September 30, 2020 | 30.16% |
| August 31, 2020 | 30.16% |
| July 31, 2020 | 30.16% |
| June 30, 2020 | 30.16% |
| May 31, 2020 | 30.16% |
| Date | Value |
|---|---|
| April 30, 2020 | 30.16% |
| March 31, 2020 | 30.16% |
| February 29, 2020 | 19.80% |
| January 31, 2020 | 19.80% |
| December 31, 2019 | 19.80% |
| November 30, 2019 | 19.80% |
| October 31, 2019 | 19.80% |
| September 30, 2019 | 19.80% |
| August 31, 2019 | 19.80% |
| July 31, 2019 | 19.80% |
| June 30, 2019 | 19.80% |
| May 31, 2019 | 19.80% |
| April 30, 2019 | 19.80% |
| March 31, 2019 | 19.80% |
| February 28, 2019 | 19.80% |
| January 31, 2019 | 19.80% |
| December 31, 2018 | 19.80% |
| November 30, 2018 | 13.33% |
| October 31, 2018 | 13.33% |
| September 30, 2018 | 13.33% |
| August 31, 2018 | 13.33% |
| July 31, 2018 | 13.33% |
| June 30, 2018 | 13.33% |
| May 31, 2018 | 13.33% |
| April 30, 2018 | 13.33% |
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
13.33%
Minimum
Jun 2017
32.47%
Maximum
May 2022
22.56%
Average
19.80%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Putnam Growth Opportunities R6 | 29.62% |
| MainStay Winslow Large Cap Growth R1 | 34.62% |
| American Century Ultra® R6 | 31.91% |
| American Century Growth R6 | 30.67% |
| Fidelity® K | 30.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.181 |
| Beta (5Y) | 1.070 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.87% |
| Historical Sharpe Ratio (5Y) | 0.6501 |
| Historical Sortino (5Y) | 0.7394 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.23% |