T. Rowe Price Group Inc (TROW)
108.64
-0.04
(-0.04%)
USD |
NASDAQ |
Apr 19, 12:28
T. Rowe Price Group Max Drawdown (5Y): 57.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.02% |
| February 29, 2024 | 57.02% |
| January 31, 2024 | 57.02% |
| December 31, 2023 | 57.02% |
| November 30, 2023 | 57.02% |
| October 31, 2023 | 57.02% |
| September 30, 2023 | 54.37% |
| August 31, 2023 | 54.37% |
| July 31, 2023 | 54.37% |
| June 30, 2023 | 54.37% |
| May 31, 2023 | 54.37% |
| April 30, 2023 | 54.37% |
| March 31, 2023 | 54.37% |
| February 28, 2023 | 54.37% |
| January 31, 2023 | 54.37% |
| December 31, 2022 | 54.37% |
| November 30, 2022 | 54.37% |
| October 31, 2022 | 54.37% |
| September 30, 2022 | 51.15% |
| August 31, 2022 | 51.15% |
| July 31, 2022 | 51.15% |
| June 30, 2022 | 51.15% |
| May 31, 2022 | 47.73% |
| April 30, 2022 | 43.97% |
| March 31, 2022 | 39.30% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.06% |
| January 31, 2022 | 38.06% |
| December 31, 2021 | 38.06% |
| November 30, 2021 | 38.06% |
| October 31, 2021 | 38.06% |
| September 30, 2021 | 38.06% |
| August 31, 2021 | 38.06% |
| July 31, 2021 | 38.06% |
| June 30, 2021 | 38.06% |
| May 31, 2021 | 38.06% |
| April 30, 2021 | 38.06% |
| March 31, 2021 | 38.06% |
| February 28, 2021 | 38.06% |
| January 31, 2021 | 38.06% |
| December 31, 2020 | 38.06% |
| November 30, 2020 | 38.06% |
| October 31, 2020 | 38.06% |
| September 30, 2020 | 38.06% |
| August 31, 2020 | 38.06% |
| July 31, 2020 | 38.06% |
| June 30, 2020 | 38.06% |
| May 31, 2020 | 38.06% |
| April 30, 2020 | 38.06% |
| March 31, 2020 | 38.06% |
| February 29, 2020 | 31.38% |
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
31.38%
Minimum
Apr 2019
57.02%
Maximum
Oct 2023
43.14%
Average
38.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Franklin Resources Inc | 63.76% |
| Principal Financial Group Inc | 64.71% |
| SEI Investments Co | 51.80% |
| BlackRock Inc | 43.88% |
| Blackstone Inc | 49.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.37 |
| Beta (5Y) | 1.399 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.36% |
| Historical Sharpe Ratio (5Y) | 0.194 |
| Historical Sortino (5Y) | 0.2801 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.98% |