LoCorr Spectrum Income C (LSPCX)
6.72
+0.00 (+0.00%)
USD |
Feb 23
LSPCX Max Drawdown (5Y): 44.12% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2021 | 44.12% |
December 31, 2020 | 44.12% |
November 30, 2020 | 44.12% |
October 31, 2020 | 44.12% |
September 30, 2020 | 44.12% |
August 31, 2020 | 44.12% |
July 31, 2020 | 44.12% |
June 30, 2020 | 44.12% |
May 31, 2020 | 44.12% |
April 30, 2020 | 44.12% |
March 31, 2020 | 44.12% |
February 29, 2020 | 28.81% |
January 31, 2020 | 28.81% |
December 31, 2019 | 28.81% |
November 30, 2019 | 28.81% |
October 31, 2019 | 28.81% |
September 30, 2019 | 28.81% |
August 31, 2019 | 28.81% |
July 31, 2019 | 28.81% |
June 30, 2019 | 28.81% |
May 31, 2019 | 28.81% |
April 30, 2019 | 28.81% |
March 31, 2019 | 28.81% |
February 28, 2019 | 28.81% |
January 31, 2019 | 28.81% |
Date | Value |
---|---|
December 31, 2018 | 28.81% |
November 30, 2018 | 28.81% |
October 31, 2018 | 28.81% |
September 30, 2018 | 28.81% |
August 31, 2018 | 28.81% |
July 31, 2018 | 28.81% |
June 30, 2018 | 28.81% |
May 31, 2018 | 28.81% |
April 30, 2018 | 28.81% |
March 31, 2018 | 28.81% |
February 28, 2018 | 28.81% |
January 31, 2018 | 28.81% |
December 31, 2017 | 28.81% |
November 30, 2017 | 28.81% |
October 31, 2017 | 28.81% |
September 30, 2017 | 28.81% |
August 31, 2017 | 28.81% |
July 31, 2017 | 28.81% |
June 30, 2017 | 28.81% |
May 31, 2017 | 28.81% |
April 30, 2017 | 28.81% |
March 31, 2017 | 28.81% |
February 28, 2017 | 28.81% |
January 31, 2017 | 28.81% |
December 31, 2016 | 28.81% |
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
28.81%
Minimum
Feb 2016
44.12%
Maximum
Mar 2020
31.62%
Average
28.81%
Median
Feb 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.00 |
Beta (5Y) | 1.117 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.81% |
Historical Sharpe Ratio (5Y) | 0.2482 |
Historical Sortino (5Y) | 0.2276 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.69% |