Lord Abbett Focused Small Cap Value R6 (LMVWX)
26.39
+0.32 (+1.23%)
USD |
May 23 2022
LMVWX Max Drawdown (5Y): 53.37% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 53.37% |
| March 31, 2022 | 53.37% |
| February 28, 2022 | 53.37% |
| January 31, 2022 | 53.37% |
| December 31, 2021 | 53.37% |
| November 30, 2021 | 53.37% |
| October 31, 2021 | 53.37% |
| September 30, 2021 | 53.37% |
| August 31, 2021 | 53.37% |
| July 31, 2021 | 53.37% |
| June 30, 2021 | 53.37% |
| May 31, 2021 | 53.37% |
| April 30, 2021 | 53.37% |
| March 31, 2021 | 53.37% |
| February 28, 2021 | 53.37% |
| January 31, 2021 | 53.37% |
| December 31, 2020 | 53.37% |
| November 30, 2020 | 53.37% |
| October 31, 2020 | 53.37% |
| September 30, 2020 | 53.37% |
| August 31, 2020 | 53.37% |
| July 31, 2020 | 53.37% |
| June 30, 2020 | 53.37% |
| May 31, 2020 | 53.37% |
| April 30, 2020 | 53.37% |
| Date | Value |
|---|---|
| March 31, 2020 | 53.37% |
| 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% |
| May 31, 2018 | 16.18% |
| April 30, 2018 | 16.18% |
| March 31, 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
May 2017
53.37%
Maximum
Mar 2020
34.50%
Average
24.97%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Undiscovered Managers Behavioral Val R2 | 52.62% |
| Lord Abbett Small Cap Value R3 | 50.48% |
| MFS New Discovery Value R4 | 44.04% |
| AB Discovery Value K | 49.08% |
| Goldman Sachs Small Cp Val Insghts R | 47.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.51 |
| Beta (5Y) | 1.316 |
| Historical Sortino (5Y) | 0.3039 |