PGIM Target Date 2060 Fund R2 (PDLEX)

13.69 -0.08 (-0.58%) USD  |  Mar 04 2025
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PDLEX Max Drawdown (5Y): 34.66% for Feb. 28, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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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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Maximum
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Median

Max Drawdown (5Y) Benchmarks

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PGIM Target Date 2045 Fund R4 32.28%
PGIM Target Date 2050 Fund R2 33.09%
PGIM Target Date 2055 Fund R4 34.05%
PGIM Target Date 2065 Fund R2 34.89%
Nuveen Lifecycle Index 2060 Fund R6 32.04%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.438
Beta (5Y) 0.9162
Alpha (vs YCharts Benchmark) (5Y) -4.438
Beta (vs YCharts Benchmark) (5Y) 0.9162
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 13.66%
Historical Sharpe Ratio (5Y) 0.6346
Historical Sortino (5Y) 0.9937
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.51%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:PDLEX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:PDLEX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.