Prudential Financial Inc (PRU)
120.62
-0.66
(-0.54%)
USD |
NYSE |
Nov 04, 16:00
120.11
-0.51
(-0.42%)
After-Hours: 20:00
Prudential Financial Max Drawdown (5Y): 65.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 65.90% |
September 30, 2024 | 65.90% |
August 31, 2024 | 65.90% |
July 31, 2024 | 65.90% |
June 30, 2024 | 65.90% |
May 31, 2024 | 65.90% |
April 30, 2024 | 65.90% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
65.90%
Maximum
Mar 2020
63.96%
Average
65.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MetLife Inc | 55.16% |
American International Group Inc | 69.62% |
Aflac Inc | 54.88% |
Jackson Financial Inc | -- |
F&G Annuities & Life Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.531 |
Beta (5Y) | 1.297 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.96% |
Historical Sharpe Ratio (5Y) | 0.2711 |
Historical Sortino (5Y) | 0.2962 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.92% |