Principal MidCap Institutional (PCBIX)
31.60
+1.03 (+3.37%)
USD |
Jun 24 2022
PCBIX Max Drawdown (5Y): 40.56% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 40.56% |
| April 30, 2022 | 40.56% |
| March 31, 2022 | 40.56% |
| February 28, 2022 | 40.56% |
| January 31, 2022 | 40.56% |
| December 31, 2021 | 40.56% |
| November 30, 2021 | 40.56% |
| October 31, 2021 | 40.56% |
| September 30, 2021 | 40.56% |
| August 31, 2021 | 40.56% |
| July 31, 2021 | 40.56% |
| June 30, 2021 | 40.56% |
| May 31, 2021 | 40.56% |
| April 30, 2021 | 40.56% |
| March 31, 2021 | 40.56% |
| February 28, 2021 | 40.56% |
| January 31, 2021 | 40.56% |
| December 31, 2020 | 40.56% |
| November 30, 2020 | 40.56% |
| October 31, 2020 | 40.56% |
| September 30, 2020 | 40.56% |
| August 31, 2020 | 40.56% |
| July 31, 2020 | 40.56% |
| June 30, 2020 | 40.56% |
| May 31, 2020 | 40.56% |
| Date | Value |
|---|---|
| April 30, 2020 | 40.56% |
| March 31, 2020 | 40.56% |
| February 29, 2020 | 19.63% |
| January 31, 2020 | 19.63% |
| December 31, 2019 | 19.63% |
| November 30, 2019 | 19.63% |
| October 31, 2019 | 19.63% |
| September 30, 2019 | 19.63% |
| August 31, 2019 | 19.63% |
| July 31, 2019 | 19.63% |
| June 30, 2019 | 19.63% |
| May 31, 2019 | 19.63% |
| April 30, 2019 | 19.63% |
| March 31, 2019 | 19.63% |
| February 28, 2019 | 19.63% |
| January 31, 2019 | 19.63% |
| December 31, 2018 | 19.63% |
| November 30, 2018 | 19.63% |
| October 31, 2018 | 19.63% |
| September 30, 2018 | 19.63% |
| August 31, 2018 | 19.63% |
| July 31, 2018 | 19.63% |
| June 30, 2018 | 19.63% |
| May 31, 2018 | 19.63% |
| April 30, 2018 | 19.63% |
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
19.63%
Minimum
Jun 2017
40.56%
Maximum
Mar 2020
29.05%
Average
19.63%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| Baron Asset Instl | 34.10% |
| Vanguard Mid-Cap Growth Index Admiral | 36.02% |
| MassMutual Mid Cap Growth I | 36.83% |
| T. Rowe Price Instl Mid-Cap Equity Gr | 37.16% |
| Invesco Discovery Mid Cap Growth R6 | 35.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.760 |
| Beta (5Y) | 1.105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.00% |
| Historical Sharpe Ratio (5Y) | 0.6225 |
| Historical Sortino (5Y) | 0.5907 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.03% |