ClearBridge Mid Cap R (LMREX)
30.23
+0.28 (+0.93%)
USD |
Jul 01 2022
LMREX Max Drawdown (5Y): 39.89% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 39.89% |
| May 31, 2022 | 39.89% |
| April 30, 2022 | 39.89% |
| March 31, 2022 | 39.89% |
| February 28, 2022 | 39.89% |
| January 31, 2022 | 39.89% |
| December 31, 2021 | 39.89% |
| November 30, 2021 | 39.89% |
| October 31, 2021 | 39.89% |
| September 30, 2021 | 39.89% |
| August 31, 2021 | 39.89% |
| July 31, 2021 | 39.89% |
| June 30, 2021 | 39.89% |
| May 31, 2021 | 39.89% |
| April 30, 2021 | 39.89% |
| March 31, 2021 | 39.89% |
| February 28, 2021 | 39.89% |
| January 31, 2021 | 39.89% |
| December 31, 2020 | 39.89% |
| November 30, 2020 | 39.89% |
| October 31, 2020 | 39.89% |
| September 30, 2020 | 39.89% |
| August 31, 2020 | 39.89% |
| July 31, 2020 | 39.89% |
| June 30, 2020 | 39.89% |
| Date | Value |
|---|---|
| May 31, 2020 | 39.89% |
| April 30, 2020 | 39.89% |
| March 31, 2020 | 39.89% |
| February 29, 2020 | 21.90% |
| January 31, 2020 | 21.90% |
| December 31, 2019 | 21.90% |
| November 30, 2019 | 21.90% |
| October 31, 2019 | 21.90% |
| September 30, 2019 | 21.90% |
| August 31, 2019 | 21.90% |
| July 31, 2019 | 21.90% |
| June 30, 2019 | 21.90% |
| May 31, 2019 | 21.90% |
| April 30, 2019 | 21.90% |
| March 31, 2019 | 21.90% |
| February 28, 2019 | 21.90% |
| January 31, 2019 | 21.90% |
| December 31, 2018 | 21.90% |
| November 30, 2018 | 20.76% |
| October 31, 2018 | 20.76% |
| September 30, 2018 | 20.76% |
| August 31, 2018 | 20.76% |
| July 31, 2018 | 20.76% |
| June 30, 2018 | 20.76% |
| May 31, 2018 | 20.76% |
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
20.76%
Minimum
Jul 2017
39.89%
Maximum
Mar 2020
29.97%
Average
21.90%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Mid Cap Value R | 42.63% |
| Allspring Common Stock R6 | 45.61% |
| Invesco Main Street Mid Cap R6 | 41.15% |
| JPMorgan SMID Cap Equity R6 | 41.30% |
| Goldman Sachs Small/Mid Cap Value R6 | 44.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.234 |
| Beta (5Y) | 1.099 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.46% |
| Historical Sharpe Ratio (5Y) | 0.3346 |
| Historical Sortino (5Y) | 0.345 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.27% |