Lord Abbett High Yield Fund R2 (LHYQX)

6.48 -0.02 (-0.31%) USD  |  Dec 13 2024
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LHYQX Max Drawdown (5Y): 24.14% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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MFS High Income Fund R2 19.24%
Voya High Yield Bond Fund R 20.26%
Eaton Vance Income Fund of Boston R6 20.95%
American Century High Income Fund R5 21.56%
Putnam High Yield Fund R 20.87%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.697
Beta (5Y) 0.9073
Alpha (vs YCharts Benchmark) (5Y) 2.697
Beta (vs YCharts Benchmark) (5Y) 0.9073
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 11.31%
Historical Sharpe Ratio (5Y) 0.0443
Historical Sortino (5Y) 0.0389
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.95%

Max Drawdown (5Y) Excel Add-In Codes

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