Lord Abbett Growth Opportunities Fund R3 (LGORX)

24.92 +0.02 (+0.08%) USD  |  Dec 13 2024
More

LGORX Max Drawdown (5Y): 43.09% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for LGORX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
JPMorgan Mid Cap Growth Fund R2 37.30%
Principal MidCap Growth Fund R-3 40.07%
MFS Mid Cap Growth Fund R2 36.94%
Franklin Small-Mid Cap Growth Fund R 43.81%
Hartford MidCap Fund R3 38.00%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.541
Beta (5Y) 1.089
Alpha (vs YCharts Benchmark) (5Y) 1.271
Beta (vs YCharts Benchmark) (5Y) 0.7651
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.91%
Historical Sharpe Ratio (5Y) 0.2809
Historical Sortino (5Y) 0.3773
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.86%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:LGORX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:LGORX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.