PGIM Jennison Mid-Cap Growth R2 (PEGEX)
17.03
+0.65 (+3.97%)
USD |
Jun 24 2022
PEGEX Max Drawdown (5Y): 35.93% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 35.93% |
April 30, 2022 | 35.93% |
March 31, 2022 | 35.93% |
February 28, 2022 | 35.93% |
January 31, 2022 | 35.93% |
December 31, 2021 | 35.93% |
November 30, 2021 | 35.93% |
October 31, 2021 | 35.93% |
September 30, 2021 | 35.93% |
August 31, 2021 | 35.93% |
July 31, 2021 | 35.93% |
June 30, 2021 | 35.93% |
May 31, 2021 | 35.93% |
April 30, 2021 | 35.93% |
March 31, 2021 | 35.93% |
February 28, 2021 | 35.93% |
January 31, 2021 | 35.93% |
December 31, 2020 | 35.93% |
November 30, 2020 | 35.93% |
October 31, 2020 | 35.93% |
September 30, 2020 | 35.93% |
August 31, 2020 | 35.93% |
July 31, 2020 | 35.93% |
June 30, 2020 | 35.93% |
May 31, 2020 | 35.93% |
Date | Value |
---|---|
April 30, 2020 | 35.93% |
March 31, 2020 | 35.93% |
February 29, 2020 | 24.06% |
January 31, 2020 | 24.06% |
December 31, 2019 | 24.06% |
November 30, 2019 | 24.06% |
October 31, 2019 | 24.06% |
September 30, 2019 | 24.06% |
August 31, 2019 | 24.06% |
July 31, 2019 | 24.06% |
June 30, 2019 | 24.06% |
May 31, 2019 | 24.06% |
April 30, 2019 | 24.06% |
March 31, 2019 | 24.06% |
February 28, 2019 | 24.06% |
January 31, 2019 | 24.06% |
December 31, 2018 | 24.06% |
November 30, 2018 | 24.06% |
October 31, 2018 | 24.06% |
September 30, 2018 | 24.06% |
August 31, 2018 | 24.06% |
July 31, 2018 | 24.06% |
June 30, 2018 | 24.06% |
May 31, 2018 | 24.06% |
April 30, 2018 | 24.06% |
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
24.06%
Minimum
Jun 2017
35.93%
Maximum
Mar 2020
29.40%
Average
24.06%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.370 |
Beta (5Y) | 1.068 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.26% |
Historical Sharpe Ratio (5Y) | 0.5124 |
Historical Sortino (5Y) | 0.6024 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.27% |