Lord Abbett Mid Cap Stock I (LMCYX)
28.30
+0.45 (+1.62%)
USD |
Mar 31 2023
LMCYX Max Drawdown (5Y): 42.16% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 42.16% |
January 31, 2023 | 42.16% |
December 31, 2022 | 42.16% |
November 30, 2022 | 42.16% |
October 31, 2022 | 42.16% |
September 30, 2022 | 42.16% |
August 31, 2022 | 42.16% |
July 31, 2022 | 42.16% |
June 30, 2022 | 42.16% |
May 31, 2022 | 42.16% |
April 30, 2022 | 42.16% |
March 31, 2022 | 42.16% |
February 28, 2022 | 42.16% |
January 31, 2022 | 42.16% |
December 31, 2021 | 42.16% |
November 30, 2021 | 42.16% |
October 31, 2021 | 42.16% |
September 30, 2021 | 42.16% |
August 31, 2021 | 42.16% |
July 31, 2021 | 42.16% |
June 30, 2021 | 42.16% |
May 31, 2021 | 42.16% |
April 30, 2021 | 42.16% |
March 31, 2021 | 42.16% |
February 28, 2021 | 42.16% |
Date | Value |
---|---|
January 31, 2021 | 42.16% |
December 31, 2020 | 42.16% |
November 30, 2020 | 42.16% |
October 31, 2020 | 42.16% |
September 30, 2020 | 42.16% |
August 31, 2020 | 42.16% |
July 31, 2020 | 42.16% |
June 30, 2020 | 42.16% |
May 31, 2020 | 42.16% |
April 30, 2020 | 42.16% |
March 31, 2020 | 42.16% |
February 29, 2020 | 22.97% |
January 31, 2020 | 22.97% |
December 31, 2019 | 22.97% |
November 30, 2019 | 22.97% |
October 31, 2019 | 22.97% |
September 30, 2019 | 22.97% |
August 31, 2019 | 22.97% |
July 31, 2019 | 22.97% |
June 30, 2019 | 22.97% |
May 31, 2019 | 22.97% |
April 30, 2019 | 22.97% |
March 31, 2019 | 22.97% |
February 28, 2019 | 22.97% |
January 31, 2019 | 22.97% |
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
20.22%
Minimum
Apr 2018
42.16%
Maximum
Mar 2020
34.31%
Average
42.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Columbia Select Mid Cap Value Instl 2 | 43.31% |
Diamond Hill Mid Cap I | 46.57% |
Janus Henderson Mid Cap Value I | 40.20% |
Victory RS Value Y | 43.46% |
Clarkston Founders Institutional | 31.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.244 |
Beta (5Y) | 1.065 |
Alpha (vs YCharts Benchmark) (5Y) | -2.731 |
Beta (vs YCharts Benchmark) (5Y) | 0.9897 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.40% |
Historical Sharpe Ratio (5Y) | 0.3272 |
Historical Sortino (5Y) | 0.3533 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.29% |