Principal Blue Chip A (PBLAX)
29.79
+0.41 (+1.40%)
USD |
Mar 31 2023
PBLAX Max Drawdown (5Y): 38.10% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2023 | 38.10% |
| February 28, 2023 | 38.10% |
| January 31, 2023 | 38.10% |
| December 31, 2022 | 38.10% |
| November 30, 2022 | 38.10% |
| October 31, 2022 | 38.10% |
| September 30, 2022 | 36.94% |
| August 31, 2022 | 35.64% |
| July 31, 2022 | 35.64% |
| June 30, 2022 | 35.64% |
| May 31, 2022 | 32.45% |
| April 30, 2022 | 32.05% |
| March 31, 2022 | 32.05% |
| February 28, 2022 | 32.05% |
| January 31, 2022 | 32.05% |
| December 31, 2021 | 32.05% |
| November 30, 2021 | 32.05% |
| October 31, 2021 | 32.05% |
| September 30, 2021 | 32.05% |
| August 31, 2021 | 32.05% |
| July 31, 2021 | 32.05% |
| June 30, 2021 | 32.05% |
| May 31, 2021 | 32.05% |
| April 30, 2021 | 32.05% |
| March 31, 2021 | 32.05% |
| Date | Value |
|---|---|
| February 28, 2021 | 32.05% |
| January 31, 2021 | 32.05% |
| December 31, 2020 | 32.05% |
| November 30, 2020 | 32.05% |
| October 31, 2020 | 32.05% |
| September 30, 2020 | 32.05% |
| August 31, 2020 | 32.05% |
| July 31, 2020 | 32.05% |
| June 30, 2020 | 32.05% |
| May 31, 2020 | 32.05% |
| April 30, 2020 | 32.05% |
| March 31, 2020 | 32.05% |
| February 29, 2020 | 19.09% |
| January 31, 2020 | 19.09% |
| December 31, 2019 | 19.09% |
| November 30, 2019 | 19.09% |
| October 31, 2019 | 19.09% |
| September 30, 2019 | 19.09% |
| August 31, 2019 | 19.09% |
| July 31, 2019 | 19.09% |
| June 30, 2019 | 19.09% |
| May 31, 2019 | 19.09% |
| April 30, 2019 | 19.09% |
| March 31, 2019 | 19.09% |
| February 28, 2019 | 19.09% |
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
16.35%
Minimum
Apr 2018
38.10%
Maximum
Oct 2022
27.59%
Average
32.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| DWS Capital Growth A | 35.90% |
| Pioneer Fundamental Growth A | 31.47% |
| BlackRock Large Cap Focus Growth Inv A | 42.58% |
| JHancock US Global Leaders Growth A | 36.78% |
| AB Growth A | 35.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4138 |
| Beta (5Y) | 1.088 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.103 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9858 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.18% |
| Historical Sharpe Ratio (5Y) | 0.5762 |
| Historical Sortino (5Y) | 0.7334 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.91% |