Prudential Financial Inc (PRU)
96.42
-0.55
(-0.57%)
USD |
NYSE |
Sep 22, 16:00
96.83
+0.41
(+0.43%)
After-Hours: 20:00
Prudential Financial Max Drawdown (5Y): 65.90% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2023 | 65.90% |
July 31, 2023 | 65.90% |
June 30, 2023 | 65.90% |
May 31, 2023 | 65.90% |
April 30, 2023 | 65.90% |
March 31, 2023 | 65.90% |
February 28, 2023 | 65.90% |
January 31, 2023 | 65.90% |
December 31, 2022 | 65.90% |
November 30, 2022 | 65.90% |
October 31, 2022 | 65.90% |
September 30, 2022 | 65.90% |
August 31, 2022 | 65.90% |
July 31, 2022 | 65.90% |
June 30, 2022 | 65.90% |
May 31, 2022 | 65.90% |
April 30, 2022 | 65.90% |
March 31, 2022 | 65.90% |
February 28, 2022 | 65.90% |
January 31, 2022 | 65.90% |
December 31, 2021 | 65.90% |
November 30, 2021 | 65.90% |
October 31, 2021 | 65.90% |
September 30, 2021 | 65.90% |
August 31, 2021 | 65.90% |
Date | Value |
---|---|
July 31, 2021 | 65.90% |
June 30, 2021 | 65.90% |
May 31, 2021 | 65.90% |
April 30, 2021 | 65.90% |
March 31, 2021 | 65.90% |
February 28, 2021 | 65.90% |
January 31, 2021 | 65.90% |
December 31, 2020 | 65.90% |
November 30, 2020 | 65.90% |
October 31, 2020 | 65.90% |
September 30, 2020 | 65.90% |
August 31, 2020 | 65.90% |
July 31, 2020 | 65.90% |
June 30, 2020 | 65.90% |
May 31, 2020 | 65.90% |
April 30, 2020 | 65.90% |
March 31, 2020 | 65.90% |
February 29, 2020 | 36.79% |
January 31, 2020 | 36.79% |
December 31, 2019 | 36.79% |
November 30, 2019 | 36.79% |
October 31, 2019 | 36.79% |
September 30, 2019 | 36.79% |
August 31, 2019 | 36.79% |
July 31, 2019 | 36.79% |
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
35.77%
Minimum
Sep 2018
65.90%
Maximum
Mar 2020
57.12%
Average
65.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MetLife Inc | 55.16% |
American International Group Inc | 69.62% |
Radian Group Inc | 62.80% |
Atlantic American Corp | 73.19% |
National Western Life Group Inc | 66.42% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.71 |
Beta (5Y) | 1.408 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.72% |
Historical Sharpe Ratio (5Y) | 0.2512 |
Historical Sortino (5Y) | 0.2821 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.61% |