ClearBridge Mid Cap A (SBMAX)
33.09
-0.37 (-1.11%)
USD |
May 16 2022
SBMAX Max Drawdown (5Y): 39.88% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.88% |
| March 31, 2022 | 39.88% |
| February 28, 2022 | 39.88% |
| January 31, 2022 | 39.88% |
| December 31, 2021 | 39.88% |
| November 30, 2021 | 39.88% |
| October 31, 2021 | 39.88% |
| September 30, 2021 | 39.88% |
| August 31, 2021 | 39.88% |
| July 31, 2021 | 39.88% |
| June 30, 2021 | 39.88% |
| May 31, 2021 | 39.88% |
| April 30, 2021 | 39.88% |
| March 31, 2021 | 39.88% |
| February 28, 2021 | 39.88% |
| January 31, 2021 | 39.88% |
| December 31, 2020 | 39.88% |
| November 30, 2020 | 39.88% |
| October 31, 2020 | 39.88% |
| September 30, 2020 | 39.88% |
| August 31, 2020 | 39.88% |
| July 31, 2020 | 39.88% |
| June 30, 2020 | 39.88% |
| May 31, 2020 | 39.88% |
| April 30, 2020 | 39.88% |
| Date | Value |
|---|---|
| March 31, 2020 | 39.88% |
| February 29, 2020 | 21.84% |
| January 31, 2020 | 21.84% |
| December 31, 2019 | 21.84% |
| November 30, 2019 | 21.84% |
| October 31, 2019 | 21.84% |
| September 30, 2019 | 21.84% |
| August 31, 2019 | 21.84% |
| July 31, 2019 | 21.84% |
| June 30, 2019 | 21.84% |
| May 31, 2019 | 21.84% |
| April 30, 2019 | 21.84% |
| March 31, 2019 | 21.84% |
| February 28, 2019 | 21.84% |
| January 31, 2019 | 21.84% |
| December 31, 2018 | 21.84% |
| November 30, 2018 | 20.63% |
| October 31, 2018 | 20.63% |
| September 30, 2018 | 20.63% |
| August 31, 2018 | 20.63% |
| July 31, 2018 | 20.63% |
| June 30, 2018 | 20.63% |
| May 31, 2018 | 20.63% |
| April 30, 2018 | 20.63% |
| March 31, 2018 | 20.63% |
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
20.63%
Minimum
May 2017
39.88%
Maximum
Mar 2020
29.28%
Average
21.84%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Thrivent Mid Cap Stock A | 40.67% |
| Invesco Main Street Mid Cap A | 41.17% |
| Goldman Sachs Mid Cap Value A | 42.62% |
| Allspring Common Stock A | 45.63% |
| Natixis Vaughan Nelson Mid Cap A | 42.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.824 |
| Beta (5Y) | 1.100 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.81% |
| Historical Sharpe Ratio (5Y) | 0.4863 |
| Historical Sortino (5Y) | 0.4863 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.72% |