Principal Equity Income R4 (PEIPX)
38.35
+0.55 (+1.46%)
USD |
Aug 12 2022
PEIPX Max Drawdown (5Y): 37.66% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 37.66% |
| June 30, 2022 | 37.66% |
| May 31, 2022 | 37.66% |
| April 30, 2022 | 37.66% |
| March 31, 2022 | 37.66% |
| February 28, 2022 | 37.66% |
| January 31, 2022 | 37.66% |
| December 31, 2021 | 37.66% |
| November 30, 2021 | 37.66% |
| October 31, 2021 | 37.66% |
| September 30, 2021 | 37.66% |
| August 31, 2021 | 37.66% |
| July 31, 2021 | 37.66% |
| June 30, 2021 | 37.66% |
| May 31, 2021 | 37.66% |
| April 30, 2021 | 37.66% |
| March 31, 2021 | 37.66% |
| February 28, 2021 | 37.66% |
| January 31, 2021 | 37.66% |
| December 31, 2020 | 37.66% |
| November 30, 2020 | 37.66% |
| October 31, 2020 | 37.66% |
| September 30, 2020 | 37.66% |
| August 31, 2020 | 37.66% |
| July 31, 2020 | 37.66% |
| Date | Value |
|---|---|
| June 30, 2020 | 37.66% |
| May 31, 2020 | 37.66% |
| April 30, 2020 | 37.66% |
| March 31, 2020 | 37.66% |
| February 29, 2020 | 17.02% |
| January 31, 2020 | 17.02% |
| December 31, 2019 | 17.02% |
| November 30, 2019 | 17.02% |
| October 31, 2019 | 17.02% |
| September 30, 2019 | 17.02% |
| August 31, 2019 | 17.02% |
| July 31, 2019 | 17.02% |
| June 30, 2019 | 17.02% |
| May 31, 2019 | 17.02% |
| April 30, 2019 | 17.02% |
| March 31, 2019 | 17.02% |
| February 28, 2019 | 17.02% |
| January 31, 2019 | 17.02% |
| December 31, 2018 | 17.02% |
| November 30, 2018 | 15.15% |
| October 31, 2018 | 15.15% |
| September 30, 2018 | 15.15% |
| August 31, 2018 | 15.15% |
| July 31, 2018 | 15.15% |
| June 30, 2018 | 15.15% |
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
15.15%
Minimum
Aug 2017
37.66%
Maximum
Mar 2020
26.50%
Average
17.02%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Pioneer Equity Income R | 37.97% |
| Virtus NFJ Dividend Value R6 | 39.23% |
| Voya US High Dividend Low Volatility R6 | 36.01% |
| Columbia Dividend Opportunity R | 34.79% |
| Hartford Equity Income R4 | 35.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.564 |
| Beta (5Y) | 0.9256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.83% |
| Historical Sharpe Ratio (5Y) | 0.5549 |
| Historical Sortino (5Y) | 0.532 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.03% |