ClearBridge Small Cap Value C (SBVLX)
14.67
-0.59 (-3.87%)
USD |
Nov 26 2021
SBVLX Max Drawdown (5Y): 52.04% for Oct. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2021 | 52.04% |
| September 30, 2021 | 52.04% |
| August 31, 2021 | 52.04% |
| July 31, 2021 | 52.04% |
| June 30, 2021 | 52.04% |
| May 31, 2021 | 52.04% |
| April 30, 2021 | 52.04% |
| March 31, 2021 | 52.04% |
| February 28, 2021 | 52.04% |
| January 31, 2021 | 52.04% |
| December 31, 2020 | 52.04% |
| November 30, 2020 | 52.04% |
| October 31, 2020 | 52.04% |
| September 30, 2020 | 52.04% |
| August 31, 2020 | 52.04% |
| July 31, 2020 | 52.04% |
| June 30, 2020 | 52.04% |
| May 31, 2020 | 52.04% |
| April 30, 2020 | 52.04% |
| March 31, 2020 | 52.04% |
| February 29, 2020 | 29.58% |
| January 31, 2020 | 29.58% |
| December 31, 2019 | 29.58% |
| November 30, 2019 | 29.58% |
| October 31, 2019 | 29.58% |
| Date | Value |
|---|---|
| September 30, 2019 | 29.58% |
| August 31, 2019 | 29.58% |
| July 31, 2019 | 29.58% |
| June 30, 2019 | 29.58% |
| May 31, 2019 | 29.58% |
| April 30, 2019 | 29.58% |
| March 31, 2019 | 29.58% |
| February 28, 2019 | 29.58% |
| January 31, 2019 | 29.58% |
| December 31, 2018 | 29.58% |
| November 30, 2018 | 28.54% |
| October 31, 2018 | 28.54% |
| September 30, 2018 | 28.54% |
| August 31, 2018 | 28.54% |
| July 31, 2018 | 28.54% |
| June 30, 2018 | 28.54% |
| May 31, 2018 | 28.54% |
| April 30, 2018 | 28.54% |
| March 31, 2018 | 28.54% |
| February 28, 2018 | 28.54% |
| January 31, 2018 | 28.54% |
| December 31, 2017 | 28.54% |
| November 30, 2017 | 28.54% |
| October 31, 2017 | 28.54% |
| September 30, 2017 | 28.54% |
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
28.54%
Minimum
Nov 2016
52.04%
Maximum
Mar 2020
36.63%
Average
29.58%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.90 |
| Beta (5Y) | 1.390 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.77% |
| Historical Sharpe Ratio (5Y) | 0.4426 |
| Historical Sortino (5Y) | 0.4702 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.10% |