Principal US Mega-Cap ETF (USMC)
49.06
-0.15
(-0.30%)
USD |
NASDAQ |
Apr 18, 16:00
49.06
0.00 (0.00%)
After-Hours: 20:00
USMC Max Drawdown (5Y): 29.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 29.97% |
February 29, 2024 | 29.97% |
January 31, 2024 | 29.97% |
December 31, 2023 | 29.97% |
November 30, 2023 | 29.97% |
October 31, 2023 | 29.97% |
September 30, 2023 | 29.97% |
August 31, 2023 | 29.97% |
July 31, 2023 | 29.97% |
June 30, 2023 | 29.97% |
May 31, 2023 | 29.97% |
April 30, 2023 | 29.97% |
March 31, 2023 | 29.97% |
February 28, 2023 | 29.97% |
January 31, 2023 | 29.97% |
December 31, 2022 | 29.97% |
November 30, 2022 | 29.97% |
October 31, 2022 | 29.97% |
September 30, 2022 | 29.97% |
August 31, 2022 | 29.97% |
July 31, 2022 | 29.97% |
June 30, 2022 | 29.97% |
May 31, 2022 | 29.97% |
April 30, 2022 | 29.97% |
March 31, 2022 | 29.97% |
Date | Value |
---|---|
February 28, 2022 | 29.97% |
January 31, 2022 | 29.97% |
December 31, 2021 | 29.97% |
November 30, 2021 | 29.97% |
October 31, 2021 | 29.97% |
September 30, 2021 | 29.97% |
August 31, 2021 | 29.97% |
July 31, 2021 | 29.97% |
June 30, 2021 | 29.97% |
May 31, 2021 | 29.97% |
April 30, 2021 | 29.97% |
March 31, 2021 | 29.97% |
February 28, 2021 | 29.97% |
January 31, 2021 | 29.97% |
December 31, 2020 | 29.97% |
November 30, 2020 | 29.97% |
October 31, 2020 | 29.97% |
September 30, 2020 | 29.97% |
August 31, 2020 | 29.97% |
July 31, 2020 | 29.97% |
June 30, 2020 | 29.97% |
May 31, 2020 | 29.97% |
April 30, 2020 | 29.97% |
March 31, 2020 | 29.97% |
February 29, 2020 | 16.19% |
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
16.19%
Minimum
Apr 2019
29.97%
Maximum
Mar 2020
27.45%
Average
29.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6944 |
Beta (5Y) | 0.9321 |
Alpha (vs YCharts Benchmark) (5Y) | 0.6944 |
Beta (vs YCharts Benchmark) (5Y) | 0.9321 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.45% |
Historical Sharpe Ratio (5Y) | 0.7369 |
Historical Sortino (5Y) | 0.8105 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.31% |