Lord Abbett Value Opportunities I (LVOYX)
19.08
+0.41 (+2.20%)
USD |
May 26 2022
LVOYX Max Drawdown (5Y): 39.06% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.06% |
| March 31, 2022 | 39.06% |
| February 28, 2022 | 39.06% |
| January 31, 2022 | 39.06% |
| December 31, 2021 | 39.06% |
| November 30, 2021 | 39.06% |
| October 31, 2021 | 39.06% |
| September 30, 2021 | 39.06% |
| August 31, 2021 | 39.06% |
| July 31, 2021 | 39.06% |
| June 30, 2021 | 39.06% |
| May 31, 2021 | 39.06% |
| April 30, 2021 | 39.06% |
| March 31, 2021 | 39.06% |
| February 28, 2021 | 39.06% |
| January 31, 2021 | 39.06% |
| December 31, 2020 | 39.06% |
| November 30, 2020 | 39.06% |
| October 31, 2020 | 39.06% |
| September 30, 2020 | 39.06% |
| August 31, 2020 | 39.06% |
| July 31, 2020 | 39.06% |
| June 30, 2020 | 39.06% |
| May 31, 2020 | 39.06% |
| April 30, 2020 | 39.06% |
| Date | Value |
|---|---|
| March 31, 2020 | 39.06% |
| February 29, 2020 | 23.09% |
| January 31, 2020 | 23.09% |
| December 31, 2019 | 23.09% |
| November 30, 2019 | 23.09% |
| October 31, 2019 | 23.09% |
| September 30, 2019 | 23.09% |
| August 31, 2019 | 23.09% |
| July 31, 2019 | 23.09% |
| June 30, 2019 | 23.09% |
| May 31, 2019 | 23.09% |
| April 30, 2019 | 23.09% |
| March 31, 2019 | 23.09% |
| February 28, 2019 | 23.09% |
| January 31, 2019 | 23.09% |
| December 31, 2018 | 23.09% |
| November 30, 2018 | 19.03% |
| October 31, 2018 | 19.03% |
| September 30, 2018 | 19.03% |
| August 31, 2018 | 19.03% |
| July 31, 2018 | 19.03% |
| June 30, 2018 | 19.03% |
| May 31, 2018 | 19.03% |
| April 30, 2018 | 19.03% |
| March 31, 2018 | 19.03% |
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
19.03%
Minimum
May 2017
39.06%
Maximum
Mar 2020
28.72%
Average
23.09%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan SMID Cap Equity I | 41.30% |
| Fidelity Advisor® Mid Cap II I | 42.29% |
| Touchstone Mid Cap Institutional | 35.55% |
| Madison Mid Cap Y | 38.25% |
| Goldman Sachs Mid Cap Value Instl | 42.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.050 |
| Beta (5Y) | 1.022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.13% |
| Historical Sharpe Ratio (5Y) | 0.4318 |
| Historical Sortino (5Y) | 0.4519 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.81% |