BlackRock LifePath Index 2060 Fund Inv P (LIZPX)

22.56 +0.03 (+0.13%) USD  |  Dec 16 2024
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LIZPX Max Drawdown (5Y): 34.43% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
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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Nuveen Lifecycle Index 2060 Fund Premier 32.14%
Nuveen Lifecycle 2060 Fund Premier 33.04%
Schwab Target 2060 Fund 34.43%
T Rowe Price Target 2060 Fund 32.59%
Principal LifeTime 2060 Fund J 33.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.447
Beta (5Y) 0.9496
Alpha (vs YCharts Benchmark) (5Y) -4.447
Beta (vs YCharts Benchmark) (5Y) 0.9496
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.74%
Historical Sharpe Ratio (5Y) 0.4396
Historical Sortino (5Y) 0.4635
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.85%

Max Drawdown (5Y) Excel Add-In Codes

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