PCA304 Max Drawdown (5Y) Insights

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Max Drawdown (5Y) Chart

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Max Drawdown (5Y) Benchmarks

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Scotia U.S. Dividend Series F	--
Evolve S&P 500 Enhanced Yield Fund Class F	--
Fidelity American Equity Currency Neu Cl Sr F	23.09%
IA Clarington US Equity Cl Sr F	13.97%
MD American Value Series F	21.60%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	0.7241
Beta (5Y)	0.8220
Alpha (vs YCharts Benchmark) (5Y)	1.213
Beta (vs YCharts Benchmark) (5Y)	0.7139
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	12.07%
Historical Sharpe Ratio (5Y)	0.8652
Historical Sortino (5Y)	1.232
Monthly Value at Risk (VaR) 5% (5Y Lookback)	5.53%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:PCA304.TO", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:PCA304.TO", "max_drawdown_5y", -4)

To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.

SEI U.S. Large Company Equity Class F (PCA304)

PCA304 Max Drawdown (5Y): 19.71% for April 30, 2025

Max Drawdown (5Y) Chart

Historical Data

Max Drawdown Definition

Max Drawdown (5Y) Range, Past 5 Years

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics

Max Drawdown (5Y) Excel Add-In Codes