Principal Financial Group Inc (PFG)

77.31 +2.13 (+2.83%) USD  |  NASDAQ  |  Dec 20, 16:00
77.32 +0.01 (+0.01%) After-Hours: 20:00
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Principal Financial Group Max Drawdown (5Y): 64.71% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Ameriprise Financial Inc 53.88%
T. Rowe Price Group Inc 57.02%
US Global Investors Inc 87.00%
SEI Investments Co 51.80%
Hennessy Advisors Inc 73.24%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.506
Beta (5Y) 1.202
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.44%
Historical Sharpe Ratio (5Y) 0.326
Historical Sortino (5Y) 0.3989
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.08%