Principal Blue Chip C (PBLCX)
27.86
-0.59 (-2.07%)
USD |
Feb 03 2023
PBLCX Max Drawdown (5Y): 38.50% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2023 | 38.50% |
| December 31, 2022 | 38.50% |
| November 30, 2022 | 38.50% |
| October 31, 2022 | 38.50% |
| September 30, 2022 | 37.34% |
| August 31, 2022 | 35.91% |
| July 31, 2022 | 35.91% |
| June 30, 2022 | 35.91% |
| May 31, 2022 | 32.69% |
| April 30, 2022 | 32.09% |
| March 31, 2022 | 32.09% |
| February 28, 2022 | 32.09% |
| January 31, 2022 | 32.09% |
| December 31, 2021 | 32.09% |
| November 30, 2021 | 32.09% |
| October 31, 2021 | 32.09% |
| September 30, 2021 | 32.09% |
| August 31, 2021 | 32.09% |
| July 31, 2021 | 32.09% |
| June 30, 2021 | 32.09% |
| May 31, 2021 | 32.09% |
| April 30, 2021 | 32.09% |
| March 31, 2021 | 32.09% |
| February 28, 2021 | 32.09% |
| January 31, 2021 | 32.09% |
| Date | Value |
|---|---|
| December 31, 2020 | 32.09% |
| November 30, 2020 | 32.09% |
| October 31, 2020 | 32.09% |
| September 30, 2020 | 32.09% |
| August 31, 2020 | 32.09% |
| July 31, 2020 | 32.09% |
| June 30, 2020 | 32.09% |
| May 31, 2020 | 32.09% |
| April 30, 2020 | 32.09% |
| March 31, 2020 | 32.09% |
| February 29, 2020 | 19.24% |
| January 31, 2020 | 19.24% |
| December 31, 2019 | 19.24% |
| November 30, 2019 | 19.24% |
| October 31, 2019 | 19.24% |
| September 30, 2019 | 19.24% |
| August 31, 2019 | 19.24% |
| July 31, 2019 | 19.24% |
| June 30, 2019 | 19.24% |
| May 31, 2019 | 19.24% |
| April 30, 2019 | 19.24% |
| March 31, 2019 | 19.24% |
| February 28, 2019 | 19.24% |
| January 31, 2019 | 19.24% |
| December 31, 2018 | 19.24% |
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
16.70%
Minimum
Feb 2018
38.50%
Maximum
Oct 2022
27.03%
Average
32.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Franklin Growth C | 32.57% |
| Pioneer Fundamental Growth C | 31.50% |
| Calvert Equity C | 30.55% |
| Federated Hermes Kaufmann Large Cap C | 37.41% |
| MFS Growth C | 36.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4197 |
| Beta (5Y) | 1.079 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.231 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9867 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.01% |
| Historical Sharpe Ratio (5Y) | 0.4981 |
| Historical Sortino (5Y) | 0.6236 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.97% |