Principal Equity Income R5 (PEIQX)
36.55
-0.34 (-0.92%)
USD |
Feb 26
PEIQX Max Drawdown (5Y): 37.64% for Feb. 28, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2021 | 37.64% |
| January 31, 2021 | 37.64% |
| December 31, 2020 | 37.64% |
| November 30, 2020 | 37.64% |
| October 31, 2020 | 37.64% |
| September 30, 2020 | 37.64% |
| August 31, 2020 | 37.64% |
| July 31, 2020 | 37.64% |
| June 30, 2020 | 37.64% |
| May 31, 2020 | 37.64% |
| April 30, 2020 | 37.64% |
| March 31, 2020 | 37.64% |
| February 29, 2020 | 16.99% |
| January 31, 2020 | 16.99% |
| December 31, 2019 | 16.99% |
| November 30, 2019 | 16.99% |
| October 31, 2019 | 16.99% |
| September 30, 2019 | 16.99% |
| August 31, 2019 | 16.99% |
| July 31, 2019 | 16.99% |
| June 30, 2019 | 16.99% |
| May 31, 2019 | 16.99% |
| April 30, 2019 | 16.99% |
| March 31, 2019 | 16.99% |
| February 28, 2019 | 16.99% |
| Date | Value |
|---|---|
| January 31, 2019 | 16.99% |
| December 31, 2018 | 16.99% |
| November 30, 2018 | 15.06% |
| October 31, 2018 | 15.06% |
| September 30, 2018 | 15.06% |
| August 31, 2018 | 15.06% |
| July 31, 2018 | 15.06% |
| June 30, 2018 | 15.06% |
| May 31, 2018 | 15.06% |
| April 30, 2018 | 15.06% |
| March 31, 2018 | 15.06% |
| February 28, 2018 | 15.06% |
| January 31, 2018 | 15.06% |
| December 31, 2017 | 15.06% |
| November 30, 2017 | 15.06% |
| October 31, 2017 | 15.06% |
| September 30, 2017 | 15.06% |
| August 31, 2017 | 15.06% |
| July 31, 2017 | 15.06% |
| June 30, 2017 | 15.06% |
| May 31, 2017 | 15.06% |
| April 30, 2017 | 15.06% |
| March 31, 2017 | 15.06% |
| February 28, 2017 | 15.06% |
| January 31, 2017 | 15.06% |
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
15.06%
Minimum
Sep 2016
37.64%
Maximum
Mar 2020
20.63%
Average
16.99%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Hartford Dividend and Growth R5 | 34.99% |
| Pioneer Equity Income K | 37.87% |
| JPMorgan Equity Income R3 | 36.94% |
| Columbia Dividend Income R | 32.80% |
| Franklin Equity Income R6 | 35.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.262 |
| Beta (5Y) | 0.9578 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.75% |
| Historical Sharpe Ratio (5Y) | 0.8398 |
| Historical Sortino (5Y) | 0.7115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.56% |