PGIM Balanced Z (PABFX)
15.36
+0.02 (+0.13%)
USD |
May 20 2022
PABFX Max Drawdown (5Y): 26.46% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 26.46% |
| March 31, 2022 | 26.46% |
| February 28, 2022 | 26.46% |
| January 31, 2022 | 26.46% |
| December 31, 2021 | 26.46% |
| November 30, 2021 | 26.46% |
| October 31, 2021 | 26.46% |
| September 30, 2021 | 26.46% |
| August 31, 2021 | 26.46% |
| July 31, 2021 | 26.46% |
| June 30, 2021 | 26.46% |
| May 31, 2021 | 26.46% |
| April 30, 2021 | 26.46% |
| March 31, 2021 | 26.46% |
| February 28, 2021 | 26.46% |
| January 31, 2021 | 26.46% |
| December 31, 2020 | 26.46% |
| November 30, 2020 | 26.46% |
| October 31, 2020 | 26.46% |
| September 30, 2020 | 26.46% |
| August 31, 2020 | 26.46% |
| July 31, 2020 | 26.46% |
| June 30, 2020 | 26.46% |
| May 31, 2020 | 26.46% |
| April 30, 2020 | 26.46% |
| Date | Value |
|---|---|
| March 31, 2020 | 26.46% |
| February 29, 2020 | 12.77% |
| January 31, 2020 | 12.77% |
| December 31, 2019 | 12.77% |
| November 30, 2019 | 12.77% |
| October 31, 2019 | 12.77% |
| September 30, 2019 | 12.77% |
| August 31, 2019 | 12.77% |
| July 31, 2019 | 12.77% |
| June 30, 2019 | 12.77% |
| May 31, 2019 | 12.77% |
| April 30, 2019 | 12.77% |
| March 31, 2019 | 12.77% |
| February 28, 2019 | 12.77% |
| January 31, 2019 | 12.77% |
| December 31, 2018 | 12.77% |
| November 30, 2018 | 8.60% |
| October 31, 2018 | 8.60% |
| September 30, 2018 | 8.60% |
| August 31, 2018 | 8.60% |
| July 31, 2018 | 8.60% |
| June 30, 2018 | 8.60% |
| May 31, 2018 | 8.60% |
| April 30, 2018 | 8.60% |
| March 31, 2018 | 8.60% |
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
8.60%
Minimum
May 2017
26.46%
Maximum
Mar 2020
17.38%
Average
12.77%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| George Putnam Balanced Y | 22.98% |
| Voya Balanced Port I | 27.47% |
| Transamerica Multi-Mgd Balanced I | 23.51% |
| Transamerica Balanced II I3 | 23.54% |
| JHancock Balanced I | 21.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.763 |
| Beta (5Y) | 0.6747 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.35% |
| Historical Sharpe Ratio (5Y) | 0.5225 |
| Historical Sortino (5Y) | 0.4729 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.28% |