PF Small-Cap Growth P (F00000J3NK)
13.14
-0.06 (-0.45%)
USD |
Jul 06 2022
F00000J3NK Max Drawdown (5Y): 42.72% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 42.72% |
| May 31, 2022 | 41.69% |
| April 30, 2022 | 37.17% |
| March 31, 2022 | 37.17% |
| February 28, 2022 | 37.17% |
| January 31, 2022 | 37.17% |
| December 31, 2021 | 37.17% |
| November 30, 2021 | 37.17% |
| October 31, 2021 | 37.17% |
| September 30, 2021 | 37.17% |
| August 31, 2021 | 37.17% |
| July 31, 2021 | 37.17% |
| June 30, 2021 | 37.17% |
| May 31, 2021 | 37.17% |
| April 30, 2021 | 37.17% |
| March 31, 2021 | 37.17% |
| February 28, 2021 | 37.17% |
| January 31, 2021 | 37.17% |
| December 31, 2020 | 37.17% |
| November 30, 2020 | 38.14% |
| October 31, 2020 | 38.14% |
| September 30, 2020 | 38.14% |
| August 31, 2020 | 38.14% |
| July 31, 2020 | 38.14% |
| June 30, 2020 | 38.14% |
| Date | Value |
|---|---|
| May 31, 2020 | 38.14% |
| April 30, 2020 | 38.14% |
| March 31, 2020 | 38.14% |
| February 29, 2020 | 38.14% |
| January 31, 2020 | 38.14% |
| December 31, 2019 | 38.14% |
| November 30, 2019 | 38.14% |
| October 31, 2019 | 38.14% |
| September 30, 2019 | 38.14% |
| August 31, 2019 | 38.14% |
| July 31, 2019 | 38.14% |
| June 30, 2019 | 38.14% |
| May 31, 2019 | 38.14% |
| April 30, 2019 | 38.14% |
| March 31, 2019 | 38.14% |
| February 28, 2019 | 38.14% |
| January 31, 2019 | 38.14% |
| December 31, 2018 | 38.14% |
| November 30, 2018 | 38.14% |
| October 31, 2018 | 38.14% |
| September 30, 2018 | 38.14% |
| August 31, 2018 | 38.14% |
| July 31, 2018 | 38.14% |
| June 30, 2018 | 38.14% |
| May 31, 2018 | 38.14% |
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
37.17%
Minimum
Dec 2020
42.72%
Maximum
Jun 2022
38.00%
Average
38.14%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| JHancock New Opportunities 1 | 41.33% |
| Hartford Small Cap Growth F | 40.64% |
| Meridian Small Cap Growth Legacy | 40.79% |
| Allspring Small Company Growth Admin | 42.75% |
| MassMutual Small Cap Gr Eq Adm | 38.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.104 |
| Beta (5Y) | 1.115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.63% |
| Historical Sharpe Ratio (5Y) | 0.5064 |
| Historical Sortino (5Y) | 0.6592 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.21% |