Edgar Lomax Value Fund (LOMAX)

14.93 +0.06 (+0.40%) USD  |  Jan 17 2025
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LOMAX Max Drawdown (5Y): 37.81% for Dec. 31, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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FPA Queens Road Value Fund 34.80%
Neiman Large Cap Value Fund No Load 34.62%
Matrix Advisors Value Fund Inc 38.89%
Copley Fund 34.71%
JNL/RAFI Multi-Factor US Equity Fund A 36.30%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.066
Beta (5Y) 0.8340
Alpha (vs YCharts Benchmark) (5Y) -1.668
Beta (vs YCharts Benchmark) (5Y) 0.91
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.36%
Historical Sharpe Ratio (5Y) 0.2178
Historical Sortino (5Y) 0.2332
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.37%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:LOMAX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:LOMAX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.