Lazard US High Yield Portfolio R6 (RLCIX)
18.65
-0.01
(-0.05%)
USD |
Jun 09 2026
RLCIX Max Drawdown (5Y): 14.06% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 14.06% |
| April 30, 2026 | 14.06% |
| March 31, 2026 | 14.06% |
| February 28, 2026 | 14.06% |
| January 31, 2026 | 14.06% |
| December 31, 2025 | 14.06% |
| November 30, 2025 | 14.06% |
| October 31, 2025 | 14.06% |
| September 30, 2025 | 14.06% |
| August 31, 2025 | 14.06% |
| July 31, 2025 | 14.06% |
| June 30, 2025 | 14.06% |
| May 31, 2025 | 14.06% |
| April 30, 2025 | 14.06% |
| March 31, 2025 | 14.06% |
| February 28, 2025 | 17.87% |
| January 31, 2025 | 17.87% |
| December 31, 2024 | 17.87% |
| November 30, 2024 | 17.87% |
| October 31, 2024 | 17.87% |
| September 30, 2024 | 17.87% |
| August 31, 2024 | 17.87% |
| July 31, 2024 | 17.87% |
| June 30, 2024 | 17.87% |
| May 31, 2024 | 17.87% |
| Date | Value |
|---|---|
| April 30, 2024 | 17.87% |
| March 31, 2024 | 17.87% |
| February 29, 2024 | 17.87% |
| January 31, 2024 | 17.87% |
| December 31, 2023 | 17.87% |
| November 30, 2023 | 17.87% |
| October 31, 2023 | 17.87% |
| September 30, 2023 | 17.87% |
| August 31, 2023 | 17.87% |
| July 31, 2023 | 17.87% |
| June 30, 2023 | 17.87% |
| May 31, 2023 | 17.87% |
| April 30, 2023 | 17.87% |
| March 31, 2023 | 17.87% |
| February 28, 2023 | 17.87% |
| January 31, 2023 | 17.87% |
| December 31, 2022 | 17.87% |
| November 30, 2022 | 17.87% |
| October 31, 2022 | 17.87% |
| September 30, 2022 | 17.87% |
| August 31, 2022 | 17.87% |
| July 31, 2022 | 17.87% |
| June 30, 2022 | 17.87% |
| May 31, 2022 | 17.87% |
| April 30, 2022 | 17.87% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| American Century High-Yield Fund R | 15.68% |
| Voya High Yield Bond Fund R | 16.27% |
| DWS High Income Fund R6 | 13.02% |
| Lord Abbett High Yield Fund R2 | 17.87% |
| Goldman Sachs High Yield Fund R | 16.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.047 |
| Beta (5Y) | 0.8293 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5691 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9679 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.03% |
| Historical Sharpe Ratio (5Y) | 0.0442 |
| Historical Sortino (5Y) | 0.0624 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.97% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:RLCIX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:RLCIX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |