John Hancock Premium Div Fund (PDT)
11.68
+0.08
(+0.69%)
USD |
NYSE |
Mar 27, 16:00
11.63
-0.05
(-0.43%)
Pre-Market: 20:00
PDT Max Drawdown (5Y): 62.37% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 62.37% |
January 31, 2024 | 62.37% |
December 31, 2023 | 62.37% |
November 30, 2023 | 62.37% |
October 31, 2023 | 62.37% |
September 30, 2023 | 62.37% |
August 31, 2023 | 62.37% |
July 31, 2023 | 62.37% |
June 30, 2023 | 62.37% |
May 31, 2023 | 62.37% |
April 30, 2023 | 62.37% |
March 31, 2023 | 62.37% |
February 28, 2023 | 62.37% |
January 31, 2023 | 62.37% |
December 31, 2022 | 62.37% |
November 30, 2022 | 62.37% |
October 31, 2022 | 62.37% |
September 30, 2022 | 62.37% |
August 31, 2022 | 62.37% |
July 31, 2022 | 62.37% |
June 30, 2022 | 62.37% |
May 31, 2022 | 62.37% |
April 30, 2022 | 62.37% |
March 31, 2022 | 62.37% |
February 28, 2022 | 62.37% |
Date | Value |
---|---|
January 31, 2022 | 62.37% |
December 31, 2021 | 62.37% |
November 30, 2021 | 62.37% |
October 31, 2021 | 62.37% |
September 30, 2021 | 62.37% |
August 31, 2021 | 62.37% |
July 31, 2021 | 62.37% |
June 30, 2021 | 62.37% |
May 31, 2021 | 62.37% |
April 30, 2021 | 62.37% |
March 31, 2021 | 62.37% |
February 28, 2021 | 62.37% |
January 31, 2021 | 62.37% |
December 31, 2020 | 62.37% |
November 30, 2020 | 62.37% |
October 31, 2020 | 62.37% |
September 30, 2020 | 62.37% |
August 31, 2020 | 62.37% |
July 31, 2020 | 62.37% |
June 30, 2020 | 62.37% |
May 31, 2020 | 62.37% |
April 30, 2020 | 62.37% |
March 31, 2020 | 62.37% |
February 29, 2020 | 21.71% |
January 31, 2020 | 21.71% |
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
21.71%
Minimum
Mar 2019
62.37%
Maximum
Mar 2020
54.24%
Average
62.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.56 |
Beta (5Y) | 0.9237 |
Alpha (vs YCharts Benchmark) (5Y) | -1.361 |
Beta (vs YCharts Benchmark) (5Y) | 1.669 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.48% |
Historical Sharpe Ratio (5Y) | 0.0616 |
Historical Sortino (5Y) | 0.0702 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.35% |