Lord Abbett Value Opportunities C (LVOCX)
14.17
-0.03 (-0.21%)
USD |
May 20 2022
LVOCX Max Drawdown (5Y): 39.16% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.16% |
| March 31, 2022 | 39.16% |
| February 28, 2022 | 39.16% |
| January 31, 2022 | 39.16% |
| December 31, 2021 | 39.16% |
| November 30, 2021 | 39.16% |
| October 31, 2021 | 39.16% |
| September 30, 2021 | 39.16% |
| August 31, 2021 | 39.16% |
| July 31, 2021 | 39.16% |
| June 30, 2021 | 39.16% |
| May 31, 2021 | 39.16% |
| April 30, 2021 | 39.16% |
| March 31, 2021 | 39.16% |
| February 28, 2021 | 39.16% |
| January 31, 2021 | 39.16% |
| December 31, 2020 | 39.16% |
| November 30, 2020 | 39.16% |
| October 31, 2020 | 39.16% |
| September 30, 2020 | 39.16% |
| August 31, 2020 | 39.16% |
| July 31, 2020 | 39.16% |
| June 30, 2020 | 39.16% |
| May 31, 2020 | 39.16% |
| April 30, 2020 | 39.16% |
| Date | Value |
|---|---|
| March 31, 2020 | 39.16% |
| February 29, 2020 | 23.30% |
| January 31, 2020 | 23.30% |
| December 31, 2019 | 23.30% |
| November 30, 2019 | 23.30% |
| October 31, 2019 | 23.30% |
| September 30, 2019 | 23.30% |
| August 31, 2019 | 23.30% |
| July 31, 2019 | 23.30% |
| June 30, 2019 | 23.30% |
| May 31, 2019 | 23.30% |
| April 30, 2019 | 23.30% |
| March 31, 2019 | 23.30% |
| February 28, 2019 | 23.30% |
| January 31, 2019 | 23.30% |
| December 31, 2018 | 23.30% |
| November 30, 2018 | 19.58% |
| October 31, 2018 | 19.58% |
| September 30, 2018 | 19.58% |
| August 31, 2018 | 19.58% |
| July 31, 2018 | 19.58% |
| June 30, 2018 | 19.58% |
| May 31, 2018 | 19.58% |
| April 30, 2018 | 19.58% |
| March 31, 2018 | 19.58% |
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
19.58%
Minimum
May 2017
39.16%
Maximum
Mar 2020
28.99%
Average
23.30%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan SMID Cap Equity C | 41.33% |
| Fidelity Advisor® Mid Cap II C | 43.23% |
| Touchstone Mid Cap C | 35.59% |
| Janus Henderson Contrarian C | 40.28% |
| Hartford Schroders US MidCap Opps C | 40.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.105 |
| Beta (5Y) | 1.022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.11% |
| Historical Sharpe Ratio (5Y) | 0.3785 |
| Historical Sortino (5Y) | 0.3972 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.84% |