ClearBridge Mid Cap I (SMBYX)
38.46
+0.39 (+1.02%)
USD |
May 23 2022
SMBYX Max Drawdown (5Y): 39.87% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 39.87% |
March 31, 2022 | 39.87% |
February 28, 2022 | 39.87% |
January 31, 2022 | 39.87% |
December 31, 2021 | 39.87% |
November 30, 2021 | 39.87% |
October 31, 2021 | 39.87% |
September 30, 2021 | 39.87% |
August 31, 2021 | 39.87% |
July 31, 2021 | 39.87% |
June 30, 2021 | 39.87% |
May 31, 2021 | 39.87% |
April 30, 2021 | 39.87% |
March 31, 2021 | 39.87% |
February 28, 2021 | 39.87% |
January 31, 2021 | 39.87% |
December 31, 2020 | 39.87% |
November 30, 2020 | 39.87% |
October 31, 2020 | 39.87% |
September 30, 2020 | 39.87% |
August 31, 2020 | 39.87% |
July 31, 2020 | 39.87% |
June 30, 2020 | 39.87% |
May 31, 2020 | 39.87% |
April 30, 2020 | 39.87% |
Date | Value |
---|---|
March 31, 2020 | 39.87% |
February 29, 2020 | 21.77% |
January 31, 2020 | 21.77% |
December 31, 2019 | 21.77% |
November 30, 2019 | 21.77% |
October 31, 2019 | 21.77% |
September 30, 2019 | 21.77% |
August 31, 2019 | 21.77% |
July 31, 2019 | 21.77% |
June 30, 2019 | 21.77% |
May 31, 2019 | 21.77% |
April 30, 2019 | 21.77% |
March 31, 2019 | 21.77% |
February 28, 2019 | 21.77% |
January 31, 2019 | 21.77% |
December 31, 2018 | 21.77% |
November 30, 2018 | 20.45% |
October 31, 2018 | 20.45% |
September 30, 2018 | 20.45% |
August 31, 2018 | 20.45% |
July 31, 2018 | 20.45% |
June 30, 2018 | 20.45% |
May 31, 2018 | 20.45% |
April 30, 2018 | 20.45% |
March 31, 2018 | 20.45% |
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
20.45%
Minimum
May 2017
39.87%
Maximum
Mar 2020
29.19%
Average
21.77%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Goldman Sachs Mid Cap Value Instl | 42.57% |
Natixis Vaughan Nelson Mid Cap Y | 42.81% |
JPMorgan SMID Cap Equity I | 41.30% |
Invesco Main Street Mid Cap Y | 41.16% |
iShares Russell Mid-Cap Index Instl | 40.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.482 |
Beta (5Y) | 1.100 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.82% |
Historical Sharpe Ratio (5Y) | 0.5029 |
Historical Sortino (5Y) | 0.5026 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.70% |