ClearBridge Small Cap C (LMASX)
35.15
+0.80 (+2.33%)
USD |
May 27 2022
LMASX Max Drawdown (5Y): 47.13% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 47.13% |
| March 31, 2022 | 47.13% |
| February 28, 2022 | 47.13% |
| January 31, 2022 | 47.13% |
| December 31, 2021 | 47.13% |
| November 30, 2021 | 47.13% |
| October 31, 2021 | 47.13% |
| September 30, 2021 | 47.13% |
| August 31, 2021 | 47.13% |
| July 31, 2021 | 47.13% |
| June 30, 2021 | 47.13% |
| May 31, 2021 | 47.13% |
| April 30, 2021 | 47.13% |
| March 31, 2021 | 47.13% |
| February 28, 2021 | 47.13% |
| January 31, 2021 | 47.13% |
| December 31, 2020 | 47.13% |
| November 30, 2020 | 47.13% |
| October 31, 2020 | 47.13% |
| September 30, 2020 | 47.13% |
| August 31, 2020 | 47.13% |
| July 31, 2020 | 47.13% |
| June 30, 2020 | 47.13% |
| May 31, 2020 | 47.13% |
| April 30, 2020 | 47.13% |
| Date | Value |
|---|---|
| March 31, 2020 | 47.13% |
| February 29, 2020 | 24.76% |
| January 31, 2020 | 24.76% |
| December 31, 2019 | 24.76% |
| November 30, 2019 | 24.76% |
| October 31, 2019 | 24.76% |
| September 30, 2019 | 24.76% |
| August 31, 2019 | 24.76% |
| July 31, 2019 | 24.76% |
| June 30, 2019 | 24.76% |
| May 31, 2019 | 24.76% |
| April 30, 2019 | 24.76% |
| March 31, 2019 | 24.76% |
| February 28, 2019 | 24.76% |
| January 31, 2019 | 24.76% |
| December 31, 2018 | 24.76% |
| November 30, 2018 | 23.88% |
| October 31, 2018 | 23.88% |
| September 30, 2018 | 23.88% |
| August 31, 2018 | 23.88% |
| July 31, 2018 | 23.88% |
| June 30, 2018 | 23.88% |
| May 31, 2018 | 23.88% |
| April 30, 2018 | 23.88% |
| March 31, 2018 | 23.88% |
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
23.88%
Minimum
Jun 2017
47.13%
Maximum
Mar 2020
34.25%
Average
24.76%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan US Small Company C | 43.32% |
| Invesco Small Cap Equity C | 41.71% |
| JPMorgan Small Cap Equity C | 41.71% |
| Gabelli Small Cap Growth C | 41.38% |
| Calvert Small-Cap C | 36.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.68 |
| Beta (5Y) | 1.239 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.42% |
| Historical Sharpe Ratio (5Y) | 0.3259 |
| Historical Sortino (5Y) | 0.3338 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.38% |