Prudential Financial Inc (PRU)
108.70
+1.35
(+1.26%)
USD |
NYSE |
Apr 18, 16:00
108.72
+0.02
(+0.02%)
Pre-Market: 20:00
Prudential Financial Max Drawdown (5Y): 65.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 65.90% |
February 29, 2024 | 65.90% |
January 31, 2024 | 65.90% |
December 31, 2023 | 65.90% |
November 30, 2023 | 65.90% |
October 31, 2023 | 65.90% |
September 30, 2023 | 65.90% |
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% |
Date | Value |
---|---|
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% |
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% |
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
36.79%
Minimum
Apr 2019
65.90%
Maximum
Mar 2020
60.57%
Average
65.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MetLife Inc | 55.16% |
Allstate Corp | 41.38% |
Aflac Inc | 54.88% |
Reinsurance Group of America Inc | 65.76% |
American International Group Inc | 69.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.452 |
Beta (5Y) | 1.372 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.87% |
Historical Sharpe Ratio (5Y) | 0.2424 |
Historical Sortino (5Y) | 0.2589 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.61% |