Prudential Financial Inc (PRU)

117.83 +2.36 (+2.04%) USD  |  NYSE  |  Dec 20, 16:00
117.97 +0.14 (+0.12%) Pre-Market: 20:00
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Prudential Financial Max Drawdown (5Y): 65.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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MetLife Inc 55.16%
Aflac Inc 54.88%
The Hartford Financial Services Group Inc 57.58%
Atlantic American Corp 77.42%
Brighthouse Financial Inc 76.93%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.525
Beta (5Y) 1.296
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.97%
Historical Sharpe Ratio (5Y) 0.2881
Historical Sortino (5Y) 0.3147
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.92%