T. Rowe Price Group Inc (TROW)

116.12 +3.15 (+2.79%) USD  |  NASDAQ  |  Dec 20, 16:00
116.01 -0.11 (-0.09%) Pre-Market: 20:00
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T. Rowe Price Group Max Drawdown (5Y): 57.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Ameriprise Financial Inc 53.88%
Principal Financial Group Inc 64.71%
SEI Investments Co 51.80%
US Global Investors Inc 87.00%
Hennessy Advisors Inc 73.24%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -17.46
Beta (5Y) 1.422
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.25%
Historical Sharpe Ratio (5Y) 0.0509
Historical Sortino (5Y) 0.0741
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.98%