T. Rowe Price Group Inc (TROW)
118.18
+0.66
(+0.56%)
USD |
NASDAQ |
Nov 21, 16:00
118.16
-0.02
(-0.02%)
After-Hours: 20:00
T. Rowe Price Group Max Drawdown (5Y): 57.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.02% |
| September 30, 2024 | 57.02% |
| August 31, 2024 | 57.02% |
| July 31, 2024 | 57.02% |
| June 30, 2024 | 57.02% |
| May 31, 2024 | 57.02% |
| April 30, 2024 | 57.02% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
57.02%
Maximum
Oct 2023
46.14%
Average
45.85%
Median
Max Drawdown (5Y) Benchmarks
| Franklin Resources Inc | 64.49% |
| Ameriprise Financial Inc | 53.88% |
| Principal Financial Group Inc | 64.71% |
| B. Riley Financial Inc | 93.97% |
| US Global Investors Inc | 87.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.75 |
| Beta (5Y) | 1.410 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.19% |
| Historical Sharpe Ratio (5Y) | 0.015 |
| Historical Sortino (5Y) | 0.0217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.98% |