Principal Equity Income R5 (PEIQX)
34.82
-0.24 (-0.68%)
USD |
Jun 30 2022
PEIQX Max Drawdown (5Y): 37.64% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 37.64% |
May 31, 2022 | 37.64% |
April 30, 2022 | 37.64% |
March 31, 2022 | 37.64% |
February 28, 2022 | 37.64% |
January 31, 2022 | 37.64% |
December 31, 2021 | 37.64% |
November 30, 2021 | 37.64% |
October 31, 2021 | 37.64% |
September 30, 2021 | 37.64% |
August 31, 2021 | 37.64% |
July 31, 2021 | 37.64% |
June 30, 2021 | 37.64% |
May 31, 2021 | 37.64% |
April 30, 2021 | 37.64% |
March 31, 2021 | 37.64% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Jul 2017
37.64%
Maximum
Mar 2020
26.08%
Average
16.99%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Hartford Dividend and Growth R5 | 34.99% |
Columbia Dividend Income R | 32.80% |
American Beacon The London Co Inc Eq R5 | 33.24% |
Pioneer Equity Income K | 37.87% |
MFS Value R2 | 36.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.073 |
Beta (5Y) | 0.9352 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.70% |
Historical Sharpe Ratio (5Y) | 0.511 |
Historical Sortino (5Y) | 0.4844 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.91% |