PF Managed Bond P (F00000J3ND)
9.43
+0.05 (+0.53%)
USD |
Jun 29 2022
F00000J3ND Max Drawdown (5Y): 14.24% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 14.24% |
| April 30, 2022 | 13.17% |
| March 31, 2022 | 9.93% |
| February 28, 2022 | 9.55% |
| January 31, 2022 | 9.55% |
| December 31, 2021 | 9.55% |
| November 30, 2021 | 9.55% |
| October 31, 2021 | 9.55% |
| September 30, 2021 | 9.55% |
| August 31, 2021 | 9.55% |
| July 31, 2021 | 9.55% |
| June 30, 2021 | 9.55% |
| May 31, 2021 | 9.55% |
| April 30, 2021 | 9.55% |
| March 31, 2021 | 9.55% |
| February 28, 2021 | 9.55% |
| January 31, 2021 | 9.55% |
| December 31, 2020 | 9.55% |
| November 30, 2020 | 9.55% |
| October 31, 2020 | 9.55% |
| September 30, 2020 | 9.55% |
| August 31, 2020 | 9.55% |
| July 31, 2020 | 9.55% |
| June 30, 2020 | 9.55% |
| May 31, 2020 | 9.55% |
| Date | Value |
|---|---|
| April 30, 2020 | 9.55% |
| March 31, 2020 | 9.55% |
| February 29, 2020 | 4.02% |
| January 31, 2020 | 4.02% |
| December 31, 2019 | 4.02% |
| November 30, 2019 | 4.02% |
| October 31, 2019 | 4.02% |
| September 30, 2019 | 4.02% |
| August 31, 2019 | 4.02% |
| July 31, 2019 | 4.02% |
| June 30, 2019 | 4.02% |
| May 31, 2019 | 4.02% |
| April 30, 2019 | 4.02% |
| March 31, 2019 | 4.02% |
| February 28, 2019 | 4.02% |
| January 31, 2019 | 4.02% |
| December 31, 2018 | 4.02% |
| November 30, 2018 | 4.02% |
| October 31, 2018 | 3.87% |
| September 30, 2018 | 3.87% |
| August 31, 2018 | 3.87% |
| July 31, 2018 | 3.87% |
| June 30, 2018 | 5.70% |
| May 31, 2018 | 5.70% |
| April 30, 2018 | 5.70% |
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
3.87%
Minimum
Jul 2018
14.24%
Maximum
May 2022
7.01%
Average
5.70%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0751 |
| Beta (5Y) | 1.155 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.06% |
| Historical Sharpe Ratio (5Y) | 0.0754 |
| Historical Sortino (5Y) | 0.0911 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.73% |