Leuthold Select Industries Fund (LSLTX)

33.79 -0.30 (-0.88%) USD  |  Dec 27 2024
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LSLTX Max Drawdown (5Y): 37.81% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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270.00
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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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Manor Growth Fund 30.57%
Barrett Opportunity Fund Rtl 37.38%
Jamestown Equity Fund 30.65%
Boston Trust Walden Equity Fund 33.50%
Fidelity Growth & Income Portfolio 35.62%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.566
Beta (5Y) 1.046
Alpha (vs YCharts Benchmark) (5Y) -1.566
Beta (vs YCharts Benchmark) (5Y) 1.046
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.25%
Historical Sharpe Ratio (5Y) 0.6128
Historical Sortino (5Y) 0.6616
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.31%

Max Drawdown (5Y) Excel Add-In Codes

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