Lord Abbett Growth Opportunities R2 (LGOQX)
16.91
+0.57 (+3.49%)
USD |
Jun 24 2022
LGOQX Max Drawdown (5Y): 37.15% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 37.15% |
April 30, 2022 | 35.83% |
March 31, 2022 | 35.83% |
February 28, 2022 | 35.83% |
January 31, 2022 | 35.83% |
December 31, 2021 | 35.83% |
November 30, 2021 | 35.83% |
October 31, 2021 | 35.83% |
September 30, 2021 | 35.83% |
August 31, 2021 | 35.83% |
July 31, 2021 | 35.83% |
June 30, 2021 | 35.83% |
May 31, 2021 | 35.83% |
April 30, 2021 | 35.83% |
March 31, 2021 | 35.83% |
February 28, 2021 | 35.83% |
January 31, 2021 | 35.83% |
December 31, 2020 | 35.83% |
November 30, 2020 | 35.83% |
October 31, 2020 | 35.83% |
September 30, 2020 | 35.83% |
August 31, 2020 | 35.83% |
July 31, 2020 | 35.83% |
June 30, 2020 | 35.83% |
May 31, 2020 | 35.83% |
Date | Value |
---|---|
April 30, 2020 | 35.83% |
March 31, 2020 | 35.83% |
February 29, 2020 | 23.25% |
January 31, 2020 | 23.25% |
December 31, 2019 | 23.25% |
November 30, 2019 | 23.25% |
October 31, 2019 | 23.25% |
September 30, 2019 | 23.25% |
August 31, 2019 | 23.25% |
July 31, 2019 | 23.25% |
June 30, 2019 | 23.25% |
May 31, 2019 | 23.25% |
April 30, 2019 | 23.25% |
March 31, 2019 | 23.25% |
February 28, 2019 | 23.25% |
January 31, 2019 | 23.25% |
December 31, 2018 | 23.25% |
November 30, 2018 | 23.25% |
October 31, 2018 | 23.25% |
September 30, 2018 | 23.25% |
August 31, 2018 | 23.25% |
July 31, 2018 | 23.25% |
June 30, 2018 | 23.25% |
May 31, 2018 | 23.25% |
April 30, 2018 | 23.25% |
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
23.25%
Minimum
Jun 2017
37.15%
Maximum
May 2022
28.94%
Average
23.25%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.864 |
Beta (5Y) | 1.050 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.54% |
Historical Sharpe Ratio (5Y) | 0.4527 |
Historical Sortino (5Y) | 0.518 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.40% |