PGIM Quant Solutions Stock Index I (PDSIX)
43.20
+0.08 (+0.19%)
USD |
Aug 16 2022
PDSIX Max Drawdown (5Y): 33.76% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 33.76% |
| June 30, 2022 | 33.76% |
| May 31, 2022 | 33.76% |
| April 30, 2022 | 33.76% |
| March 31, 2022 | 33.76% |
| February 28, 2022 | 33.76% |
| January 31, 2022 | 33.76% |
| December 31, 2021 | 33.76% |
| November 30, 2021 | 33.76% |
| October 31, 2021 | 33.76% |
| September 30, 2021 | 33.76% |
| August 31, 2021 | 33.76% |
| July 31, 2021 | 33.76% |
| June 30, 2021 | 33.76% |
| May 31, 2021 | 33.76% |
| April 30, 2021 | 33.76% |
| March 31, 2021 | 33.76% |
| February 28, 2021 | 33.76% |
| January 31, 2021 | 33.76% |
| December 31, 2020 | 33.76% |
| November 30, 2020 | 33.76% |
| October 31, 2020 | 33.76% |
| September 30, 2020 | 33.76% |
| August 31, 2020 | 33.76% |
| July 31, 2020 | 33.76% |
| Date | Value |
|---|---|
| June 30, 2020 | 33.76% |
| May 31, 2020 | 33.76% |
| April 30, 2020 | 33.76% |
| March 31, 2020 | 33.76% |
| February 29, 2020 | 19.40% |
| January 31, 2020 | 19.40% |
| December 31, 2019 | 19.40% |
| November 30, 2019 | 19.40% |
| October 31, 2019 | 19.40% |
| September 30, 2019 | 19.40% |
| August 31, 2019 | 19.40% |
| July 31, 2019 | 19.40% |
| June 30, 2019 | 19.40% |
| May 31, 2019 | 19.40% |
| April 30, 2019 | 19.40% |
| March 31, 2019 | 19.40% |
| February 28, 2019 | 19.40% |
| January 31, 2019 | 19.40% |
| December 31, 2018 | 19.40% |
| November 30, 2018 | 12.98% |
| October 31, 2018 | 12.98% |
| September 30, 2018 | 12.98% |
| August 31, 2018 | 12.98% |
| July 31, 2018 | 12.98% |
| June 30, 2018 | 12.98% |
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
12.98%
Minimum
Aug 2017
33.76%
Maximum
Mar 2020
24.63%
Average
19.40%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JNL S&P 500 Index I | -- |
| DWS Equity 500 Index Inst | 33.83% |
| SEI S&P 500 Index I (SIMT) | 33.85% |
| JNL/Mellon S&P 500 Index I | 33.87% |
| Vanguard 500 Index Institutional Select | 33.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1695 |
| Beta (5Y) | 1.00 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.11% |
| Historical Sharpe Ratio (5Y) | 0.7344 |
| Historical Sortino (5Y) | 0.7713 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.66% |