LoCorr Dynamic Equity C (LEQCX)
10.68
+0.03 (+0.28%)
USD |
Aug 18 2022
LEQCX Max Drawdown (5Y): 33.95% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 33.95% |
June 30, 2022 | 33.95% |
May 31, 2022 | 33.95% |
April 30, 2022 | 33.95% |
March 31, 2022 | 33.95% |
February 28, 2022 | 33.95% |
January 31, 2022 | 33.95% |
December 31, 2021 | 33.95% |
November 30, 2021 | 33.95% |
October 31, 2021 | 33.95% |
September 30, 2021 | 33.95% |
August 31, 2021 | 33.95% |
July 31, 2021 | 33.95% |
June 30, 2021 | 33.95% |
May 31, 2021 | 33.95% |
April 30, 2021 | 33.95% |
March 31, 2021 | 33.95% |
February 28, 2021 | 33.95% |
January 31, 2021 | 33.95% |
December 31, 2020 | 33.95% |
November 30, 2020 | 33.95% |
October 31, 2020 | 33.95% |
September 30, 2020 | 33.95% |
August 31, 2020 | 33.95% |
July 31, 2020 | 33.95% |
Date | Value |
---|---|
June 30, 2020 | 33.95% |
May 31, 2020 | 33.95% |
April 30, 2020 | 33.95% |
March 31, 2020 | 33.95% |
February 29, 2020 | 27.11% |
January 31, 2020 | 27.11% |
December 31, 2019 | 27.11% |
November 30, 2019 | 27.11% |
October 31, 2019 | 27.11% |
September 30, 2019 | 27.11% |
August 31, 2019 | 27.11% |
July 31, 2019 | 27.11% |
June 30, 2019 | 27.11% |
May 31, 2019 | 27.11% |
April 30, 2019 | 27.11% |
March 31, 2019 | 27.11% |
February 28, 2019 | 27.11% |
January 31, 2019 | 27.11% |
December 31, 2018 | 27.11% |
November 30, 2018 | 27.11% |
October 31, 2018 | 27.11% |
September 30, 2018 | 27.11% |
August 31, 2018 | 27.11% |
July 31, 2018 | 27.11% |
June 30, 2018 | 27.11% |
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
27.11%
Minimum
Aug 2017
33.95%
Maximum
Mar 2020
30.42%
Average
27.11%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.537 |
Beta (5Y) | 0.6376 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.93% |
Historical Sharpe Ratio (5Y) | 0.0598 |
Historical Sortino (5Y) | 0.0664 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.90% |