Lord Abbett Core Fixed Income Fund I (LCRYX)

9.21 -0.04 (-0.43%) USD  |  Dec 13 2024
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LCRYX Max Drawdown (5Y): 17.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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T Rowe Price New Income Fund I 18.95%
Allspring Core Bond Fund Inst 18.57%
Invesco Core Bond Fund Y 19.23%
BNY Mellon Bond Market Index Fund I 18.89%
Nuveen Core Impact Bond Fund I 18.72%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.3264
Beta (5Y) 0.9754
Alpha (vs YCharts Benchmark) (5Y) 0.3264
Beta (vs YCharts Benchmark) (5Y) 0.9754
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.24%
Historical Sharpe Ratio (5Y) -0.326
Historical Sortino (5Y) -0.5069
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.18%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:LCRYX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:LCRYX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.