Principal Financial Group Inc (PFG)
80.49
+0.66
(+0.83%)
USD |
NASDAQ |
May 02, 16:00
80.49
0.00 (0.00%)
After-Hours: 20:00
Principal Financial Group Max Drawdown (5Y): 64.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.71% |
March 31, 2024 | 64.71% |
February 29, 2024 | 64.71% |
January 31, 2024 | 64.71% |
December 31, 2023 | 64.71% |
November 30, 2023 | 64.71% |
October 31, 2023 | 64.71% |
September 30, 2023 | 64.71% |
August 31, 2023 | 64.71% |
July 31, 2023 | 64.71% |
June 30, 2023 | 64.71% |
May 31, 2023 | 64.71% |
April 30, 2023 | 64.71% |
March 31, 2023 | 64.71% |
February 28, 2023 | 64.71% |
January 31, 2023 | 64.71% |
December 31, 2022 | 64.71% |
November 30, 2022 | 64.71% |
October 31, 2022 | 64.71% |
September 30, 2022 | 64.71% |
August 31, 2022 | 64.71% |
July 31, 2022 | 64.71% |
June 30, 2022 | 64.71% |
May 31, 2022 | 64.71% |
April 30, 2022 | 64.71% |
Date | Value |
---|---|
March 31, 2022 | 64.71% |
February 28, 2022 | 64.71% |
January 31, 2022 | 64.71% |
December 31, 2021 | 64.71% |
November 30, 2021 | 64.71% |
October 31, 2021 | 64.71% |
September 30, 2021 | 64.71% |
August 31, 2021 | 64.71% |
July 31, 2021 | 64.71% |
June 30, 2021 | 64.71% |
May 31, 2021 | 64.71% |
April 30, 2021 | 64.71% |
March 31, 2021 | 64.71% |
February 28, 2021 | 64.71% |
January 31, 2021 | 64.71% |
December 31, 2020 | 64.71% |
November 30, 2020 | 64.71% |
October 31, 2020 | 64.71% |
September 30, 2020 | 64.71% |
August 31, 2020 | 64.71% |
July 31, 2020 | 64.71% |
June 30, 2020 | 64.71% |
May 31, 2020 | 64.71% |
April 30, 2020 | 64.71% |
March 31, 2020 | 64.71% |
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
43.15%
Minimum
May 2019
64.71%
Maximum
Mar 2020
61.12%
Average
64.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
T. Rowe Price Group Inc | 57.02% |
SEI Investments Co | 51.80% |
BlackRock Capital Investment Corp (DELISTED) | 76.01% |
US Global Investors Inc | 87.00% |
B. Riley Financial Inc | 79.19% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.843 |
Beta (5Y) | 1.242 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.29% |
Historical Sharpe Ratio (5Y) | 0.2552 |
Historical Sortino (5Y) | 0.3083 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.52% |