Loomis Sayles Small Cap Value Instl (LSSCX)
23.56
+0.71 (+3.11%)
USD |
Jun 24 2022
LSSCX Max Drawdown (5Y): 44.45% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 44.45% |
| April 30, 2022 | 44.45% |
| March 31, 2022 | 44.45% |
| February 28, 2022 | 44.45% |
| January 31, 2022 | 44.45% |
| December 31, 2021 | 44.45% |
| November 30, 2021 | 44.45% |
| October 31, 2021 | 44.45% |
| September 30, 2021 | 44.45% |
| August 31, 2021 | 44.45% |
| July 31, 2021 | 44.45% |
| June 30, 2021 | 44.45% |
| May 31, 2021 | 44.45% |
| April 30, 2021 | 44.45% |
| March 31, 2021 | 44.45% |
| February 28, 2021 | 44.45% |
| January 31, 2021 | 44.45% |
| December 31, 2020 | 44.45% |
| November 30, 2020 | 44.45% |
| October 31, 2020 | 44.45% |
| September 30, 2020 | 44.45% |
| August 31, 2020 | 44.45% |
| July 31, 2020 | 44.45% |
| June 30, 2020 | 44.45% |
| May 31, 2020 | 44.45% |
| Date | Value |
|---|---|
| April 30, 2020 | 44.45% |
| March 31, 2020 | 44.45% |
| February 29, 2020 | 25.76% |
| January 31, 2020 | 25.76% |
| December 31, 2019 | 25.76% |
| November 30, 2019 | 25.76% |
| October 31, 2019 | 25.76% |
| September 30, 2019 | 25.76% |
| August 31, 2019 | 25.76% |
| July 31, 2019 | 25.76% |
| June 30, 2019 | 25.76% |
| May 31, 2019 | 25.76% |
| April 30, 2019 | 25.76% |
| March 31, 2019 | 25.76% |
| February 28, 2019 | 25.76% |
| January 31, 2019 | 25.76% |
| December 31, 2018 | 25.76% |
| November 30, 2018 | 21.61% |
| October 31, 2018 | 21.61% |
| September 30, 2018 | 21.61% |
| August 31, 2018 | 21.61% |
| July 31, 2018 | 21.61% |
| June 30, 2018 | 21.61% |
| May 31, 2018 | 21.61% |
| April 30, 2018 | 21.61% |
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
21.61%
Minimum
Jun 2017
44.45%
Maximum
Mar 2020
32.92%
Average
25.76%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.871 |
| Beta (5Y) | 1.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.41% |
| Historical Sharpe Ratio (5Y) | 0.3434 |
| Historical Sortino (5Y) | 0.3534 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.53% |