T. Rowe Price Group Inc (TROW)
111.50
+0.34
(+0.31%)
USD |
NASDAQ |
May 03, 16:00
111.48
-0.02
(-0.02%)
Pre-Market: 20:00
T. Rowe Price Group Max Drawdown (5Y): 57.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.02% |
March 31, 2024 | 57.02% |
February 29, 2024 | 57.02% |
January 31, 2024 | 57.02% |
December 31, 2023 | 57.02% |
November 30, 2023 | 57.02% |
October 31, 2023 | 57.02% |
September 30, 2023 | 54.37% |
August 31, 2023 | 54.37% |
July 31, 2023 | 54.37% |
June 30, 2023 | 54.37% |
May 31, 2023 | 54.37% |
April 30, 2023 | 54.37% |
March 31, 2023 | 54.37% |
February 28, 2023 | 54.37% |
January 31, 2023 | 54.37% |
December 31, 2022 | 54.37% |
November 30, 2022 | 54.37% |
October 31, 2022 | 54.37% |
September 30, 2022 | 51.15% |
August 31, 2022 | 51.15% |
July 31, 2022 | 51.15% |
June 30, 2022 | 51.15% |
May 31, 2022 | 47.73% |
April 30, 2022 | 43.97% |
Date | Value |
---|---|
March 31, 2022 | 39.30% |
February 28, 2022 | 38.06% |
January 31, 2022 | 38.06% |
December 31, 2021 | 38.06% |
November 30, 2021 | 38.06% |
October 31, 2021 | 38.06% |
September 30, 2021 | 38.06% |
August 31, 2021 | 38.06% |
July 31, 2021 | 38.06% |
June 30, 2021 | 38.06% |
May 31, 2021 | 38.06% |
April 30, 2021 | 38.06% |
March 31, 2021 | 38.06% |
February 28, 2021 | 38.06% |
January 31, 2021 | 38.06% |
December 31, 2020 | 38.06% |
November 30, 2020 | 38.06% |
October 31, 2020 | 38.06% |
September 30, 2020 | 38.06% |
August 31, 2020 | 38.06% |
July 31, 2020 | 38.06% |
June 30, 2020 | 38.06% |
May 31, 2020 | 38.06% |
April 30, 2020 | 38.06% |
March 31, 2020 | 38.06% |
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
31.38%
Minimum
May 2019
57.02%
Maximum
Oct 2023
43.57%
Average
38.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Franklin Resources Inc | 63.76% |
Principal Financial Group Inc | 64.71% |
SEI Investments Co | 51.80% |
KKR & Co Inc | 47.92% |
BlackRock Capital Investment Corp (DELISTED) | 76.01% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.60 |
Beta (5Y) | 1.406 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.40% |
Historical Sharpe Ratio (5Y) | 0.068 |
Historical Sortino (5Y) | 0.0988 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.98% |