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% |