Pioneer Equity Income K (PEQKX)
38.41
-0.35 (-0.90%)
USD |
Aug 17 2022
PEQKX Max Drawdown (5Y): 37.87% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 37.87% |
| June 30, 2022 | 37.87% |
| May 31, 2022 | 37.87% |
| April 30, 2022 | 37.87% |
| March 31, 2022 | 37.87% |
| February 28, 2022 | 37.87% |
| January 31, 2022 | 37.87% |
| December 31, 2021 | 37.87% |
| November 30, 2021 | 37.87% |
| October 31, 2021 | 37.87% |
| September 30, 2021 | 37.87% |
| August 31, 2021 | 37.87% |
| July 31, 2021 | 37.87% |
| June 30, 2021 | 37.87% |
| May 31, 2021 | 37.87% |
| April 30, 2021 | 37.87% |
| March 31, 2021 | 37.87% |
| February 28, 2021 | 37.87% |
| January 31, 2021 | 37.87% |
| December 31, 2020 | 37.87% |
| November 30, 2020 | 37.87% |
| October 31, 2020 | 37.87% |
| September 30, 2020 | 37.87% |
| August 31, 2020 | 37.87% |
| July 31, 2020 | 37.87% |
| Date | Value |
|---|---|
| June 30, 2020 | 37.87% |
| May 31, 2020 | 37.87% |
| April 30, 2020 | 37.87% |
| March 31, 2020 | 37.87% |
| February 29, 2020 | 17.96% |
| January 31, 2020 | 17.96% |
| December 31, 2019 | 17.96% |
| November 30, 2019 | 17.96% |
| October 31, 2019 | 17.96% |
| September 30, 2019 | 17.96% |
| August 31, 2019 | 17.96% |
| July 31, 2019 | 17.96% |
| June 30, 2019 | 17.96% |
| May 31, 2019 | 17.96% |
| April 30, 2019 | 17.96% |
| March 31, 2019 | 17.96% |
| February 28, 2019 | 17.96% |
| January 31, 2019 | 17.96% |
| December 31, 2018 | 17.96% |
| November 30, 2018 | 11.66% |
| October 31, 2018 | 11.66% |
| September 30, 2018 | 11.66% |
| August 31, 2018 | 11.66% |
| July 31, 2018 | 11.66% |
| June 30, 2018 | 11.66% |
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
11.66%
Minimum
Aug 2017
37.87%
Maximum
Mar 2020
25.91%
Average
17.96%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Invesco Dividend Income R6 | 31.87% |
| Principal Equity Income R5 | 37.64% |
| Invesco Diversified Dividend R | 35.78% |
| JPMorgan Equity Income R2 | 36.95% |
| Fidelity® Equity-Income K6 | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.139 |
| Beta (5Y) | 0.9125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.03% |
| Historical Sharpe Ratio (5Y) | 0.4523 |
| Historical Sortino (5Y) | 0.4594 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.26% |