Lord Abbett Mid Cap Stock Fund F3 (LOVLX)
35.08
+0.12
(+0.34%)
USD |
Dec 04 2025
LOVLX Max Drawdown (5Y): 21.56% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Principal MidCap Value Fund I J | 19.26% |
| MoA Mid Cap Value Fund | 21.69% |
| Nuveen Mid Cap Value Fund Premier | 22.06% |
| Hartford MidCap Value Fund F | 21.83% |
| Lord Abbett Value Opportunities Fund F | 29.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.948 |
| Beta (5Y) | 0.9491 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.482 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9233 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.68% |
| Historical Sharpe Ratio (5Y) | 0.5456 |
| Historical Sortino (5Y) | 0.8811 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.14% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LOVLX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LOVLX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |