Lord Abbett Small Cap Value Fund F3 (LRSOX)

20.71 +0.04 (+0.19%) USD  |  Dec 19 2025
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LRSOX Max Drawdown (5Y): 29.00% for Nov. 30, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Allspring Special Small Cap Val Fd Adm 25.08%
Principal SmallCap Value Fund II J 26.24%
Empower Small Cap Value Fund Inv 25.34%
Towle Value Fund 35.67%
Hartford Small Cap Value Fund F 26.39%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.741
Beta (5Y) 1.015
Alpha (vs YCharts Benchmark) (5Y) 1.267
Beta (vs YCharts Benchmark) (5Y) 0.889
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.26%
Historical Sharpe Ratio (5Y) 0.289
Historical Sortino (5Y) 0.5147
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.55%

Max Drawdown (5Y) Excel Add-In Codes

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