Lazard US Small-Mid Cap Equity R6 (RLSMX)
11.90
+0.09 (+0.76%)
USD |
Mar 24 2023
RLSMX Max Drawdown (5Y): 43.60% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 43.60% |
January 31, 2023 | 43.60% |
December 31, 2022 | 43.60% |
November 30, 2022 | 43.60% |
October 31, 2022 | 43.60% |
September 30, 2022 | 43.60% |
August 31, 2022 | 43.60% |
July 31, 2022 | 43.60% |
June 30, 2022 | 43.60% |
May 31, 2022 | 43.60% |
April 30, 2022 | 43.60% |
March 31, 2022 | 43.60% |
February 28, 2022 | 43.60% |
January 31, 2022 | 43.60% |
December 31, 2021 | 43.60% |
November 30, 2021 | 43.60% |
October 31, 2021 | 43.60% |
September 30, 2021 | 43.60% |
August 31, 2021 | 43.60% |
July 31, 2021 | 43.60% |
June 30, 2021 | 43.60% |
May 31, 2021 | 43.60% |
April 30, 2021 | 43.60% |
March 31, 2021 | 43.60% |
February 28, 2021 | 43.60% |
Date | Value |
---|---|
January 31, 2021 | 43.60% |
December 31, 2020 | 43.60% |
November 30, 2020 | 43.60% |
October 31, 2020 | 43.60% |
September 30, 2020 | 43.60% |
August 31, 2020 | 43.60% |
July 31, 2020 | 43.60% |
June 30, 2020 | 43.60% |
May 31, 2020 | 43.60% |
April 30, 2020 | 43.60% |
March 31, 2020 | 43.60% |
February 29, 2020 | 25.51% |
January 31, 2020 | 25.51% |
December 31, 2019 | 25.51% |
November 30, 2019 | 25.51% |
October 31, 2019 | 25.51% |
September 30, 2019 | 25.51% |
August 31, 2019 | 25.51% |
July 31, 2019 | 25.51% |
June 30, 2019 | 25.51% |
May 31, 2019 | 25.51% |
April 30, 2019 | 25.51% |
March 31, 2019 | 25.51% |
February 28, 2019 | 25.51% |
January 31, 2019 | 25.51% |
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
23.83%
Minimum
Mar 2018
43.60%
Maximum
Mar 2020
36.11%
Average
43.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.017 |
Beta (5Y) | 1.097 |
Alpha (vs YCharts Benchmark) (5Y) | -0.8359 |
Beta (vs YCharts Benchmark) (5Y) | 0.9006 |
Historical Sortino (5Y) | 0.2791 |