ClearBridge Small Cap Value C (SBVLX)
12.17
-0.07 (-0.57%)
USD |
Feb 03 2023
SBVLX Max Drawdown (5Y): 52.04% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2023 | 52.04% |
| December 31, 2022 | 52.04% |
| November 30, 2022 | 52.04% |
| October 31, 2022 | 52.04% |
| September 30, 2022 | 52.04% |
| August 31, 2022 | 52.04% |
| July 31, 2022 | 52.04% |
| June 30, 2022 | 52.04% |
| May 31, 2022 | 52.04% |
| April 30, 2022 | 52.04% |
| March 31, 2022 | 52.04% |
| February 28, 2022 | 52.04% |
| January 31, 2022 | 52.04% |
| December 31, 2021 | 52.04% |
| November 30, 2021 | 52.04% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Feb 2018
52.04%
Maximum
Mar 2020
42.51%
Average
52.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Nationwide Bailard Cogntv Val C | 48.81% |
| AB Small Cap Value C | 49.91% |
| Cullen Small Cap Value C | 45.58% |
| Federated Hermes Clover Small Value C | 49.13% |
| JPMorgan Small Cap Value C | 47.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.338 |
| Beta (5Y) | 1.288 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.180 |
| Beta (vs YCharts Benchmark) (5Y) | 1.086 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.47% |
| Historical Sharpe Ratio (5Y) | 0.1924 |
| Historical Sortino (5Y) | 0.2229 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.34% |