Principal Capital Appreciation A (CMNWX)
51.87
+0.50 (+0.97%)
USD |
Jul 01 2022
CMNWX Max Drawdown (5Y): 33.26% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 33.26% |
| May 31, 2022 | 33.26% |
| April 30, 2022 | 33.26% |
| March 31, 2022 | 33.26% |
| February 28, 2022 | 33.26% |
| January 31, 2022 | 33.26% |
| December 31, 2021 | 33.26% |
| November 30, 2021 | 33.26% |
| October 31, 2021 | 33.26% |
| September 30, 2021 | 33.26% |
| August 31, 2021 | 33.26% |
| July 31, 2021 | 33.26% |
| June 30, 2021 | 33.26% |
| May 31, 2021 | 33.26% |
| April 30, 2021 | 33.26% |
| March 31, 2021 | 33.26% |
| February 28, 2021 | 33.26% |
| January 31, 2021 | 33.26% |
| December 31, 2020 | 33.26% |
| November 30, 2020 | 33.26% |
| October 31, 2020 | 33.26% |
| September 30, 2020 | 33.26% |
| August 31, 2020 | 33.26% |
| July 31, 2020 | 33.26% |
| June 30, 2020 | 33.26% |
| Date | Value |
|---|---|
| May 31, 2020 | 33.26% |
| April 30, 2020 | 33.26% |
| March 31, 2020 | 33.26% |
| February 29, 2020 | 18.14% |
| January 31, 2020 | 18.14% |
| December 31, 2019 | 18.14% |
| November 30, 2019 | 18.14% |
| October 31, 2019 | 18.14% |
| September 30, 2019 | 18.14% |
| August 31, 2019 | 18.14% |
| July 31, 2019 | 18.14% |
| June 30, 2019 | 18.14% |
| May 31, 2019 | 18.14% |
| April 30, 2019 | 18.14% |
| March 31, 2019 | 18.14% |
| February 28, 2019 | 18.14% |
| January 31, 2019 | 18.14% |
| December 31, 2018 | 18.14% |
| November 30, 2018 | 13.39% |
| October 31, 2018 | 13.39% |
| September 30, 2018 | 13.39% |
| August 31, 2018 | 13.39% |
| July 31, 2018 | 13.39% |
| June 30, 2018 | 13.39% |
| May 31, 2018 | 13.39% |
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
13.39%
Minimum
Jul 2017
33.26%
Maximum
Mar 2020
23.85%
Average
18.14%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Hartford Core Equity A | 33.49% |
| JPMorgan US Equity A | 33.43% |
| MFS Core Equity A | 33.41% |
| ClearBridge Appreciation A | 32.21% |
| Columbia Select Large Cap Equity A | 33.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3399 |
| Beta (5Y) | 0.967 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.74% |
| Historical Sharpe Ratio (5Y) | 0.6649 |
| Historical Sortino (5Y) | 0.6882 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.69% |