Lord Abbett Focused Small Cap Value F3 (LMVOX)
26.95
+0.32 (+1.20%)
USD |
Aug 08 2022
LMVOX Max Drawdown (5Y): 53.41% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 53.41% |
| June 30, 2022 | 53.41% |
| May 31, 2022 | 53.41% |
| April 30, 2022 | 53.41% |
| March 31, 2022 | 53.41% |
| February 28, 2022 | 53.41% |
| January 31, 2022 | 53.41% |
| December 31, 2021 | 53.41% |
| November 30, 2021 | 53.41% |
| October 31, 2021 | 53.41% |
| September 30, 2021 | 53.41% |
| August 31, 2021 | 53.41% |
| July 31, 2021 | 53.41% |
| June 30, 2021 | 53.41% |
| May 31, 2021 | 53.41% |
| April 30, 2021 | 53.41% |
| March 31, 2021 | 53.41% |
| February 28, 2021 | 53.41% |
| January 31, 2021 | 53.41% |
| December 31, 2020 | 53.41% |
| November 30, 2020 | 53.41% |
| October 31, 2020 | 53.41% |
| September 30, 2020 | 53.41% |
| August 31, 2020 | 53.41% |
| July 31, 2020 | 53.41% |
| Date | Value |
|---|---|
| June 30, 2020 | 53.41% |
| May 31, 2020 | 53.41% |
| April 30, 2020 | 53.41% |
| March 31, 2020 | 53.41% |
| February 29, 2020 | 24.97% |
| January 31, 2020 | 24.97% |
| December 31, 2019 | 24.97% |
| November 30, 2019 | 24.97% |
| October 31, 2019 | 24.97% |
| September 30, 2019 | 24.97% |
| August 31, 2019 | 24.97% |
| July 31, 2019 | 24.97% |
| June 30, 2019 | 24.97% |
| May 31, 2019 | 24.97% |
| April 30, 2019 | 24.97% |
| March 31, 2019 | 24.97% |
| February 28, 2019 | 24.97% |
| January 31, 2019 | 24.97% |
| December 31, 2018 | 24.97% |
| November 30, 2018 | 16.33% |
| October 31, 2018 | 16.33% |
| September 30, 2018 | 16.18% |
| August 31, 2018 | 16.18% |
| July 31, 2018 | 16.18% |
| June 30, 2018 | 16.18% |
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
16.18%
Minimum
Aug 2017
53.41%
Maximum
Mar 2020
36.38%
Average
24.97%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Lord Abbett Small Cap Value R3 | 50.48% |
| 1290 GAMCO Small/Mid Cap Value R | 44.56% |
| Undiscovered Managers Behavioral Val R4 | 52.24% |
| MFS New Discovery Value R1 | 44.10% |
| Columbia Small Cap Value II R | 48.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.536 |
| Beta (5Y) | 1.305 |
| Historical Sortino (5Y) | 0.3226 |