LSV Conservative Value Equity Fund Institutional (LSVVX)

15.84 -0.05 (-0.31%) USD  |  Dec 13 2024
More

LSVVX Max Drawdown (5Y): 40.61% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for LSVVX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
ClearBridge Large Cap Value Fund 1 35.50%
Copley Fund 34.71%
Hillman Value Fund No Load 35.27%
Commerce Value Fund 35.70%
Fidelity Stock Selector Large Cap Value Fund 39.74%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.908
Beta (5Y) 0.9710
Alpha (vs YCharts Benchmark) (5Y) -3.908
Beta (vs YCharts Benchmark) (5Y) 0.971
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.54%
Historical Sharpe Ratio (5Y) 0.4412
Historical Sortino (5Y) 0.4642
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.95%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:LSVVX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:LSVVX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.