Pioneer Equity Income K (PEQKX)
38.51
+0.52 (+1.37%)
USD |
Feb 24
PEQKX Max Drawdown (5Y): 37.87% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| May 31, 2018 | 11.66% |
| April 30, 2018 | 11.66% |
| March 31, 2018 | 11.66% |
| February 28, 2018 | 11.66% |
| January 31, 2018 | 11.66% |
| December 31, 2017 | 11.66% |
| November 30, 2017 | 11.66% |
| October 31, 2017 | 11.66% |
| September 30, 2017 | 11.66% |
| August 31, 2017 | 11.66% |
| July 31, 2017 | 11.66% |
| June 30, 2017 | 11.66% |
| May 31, 2017 | 11.66% |
| April 30, 2017 | 11.66% |
| March 31, 2017 | 11.66% |
| February 28, 2017 | 11.66% |
| January 31, 2017 | 11.66% |
| December 31, 2016 | 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
Oct 2016
37.87%
Maximum
Mar 2020
19.38%
Average
17.96%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Columbia Dividend Income R | 32.80% |
| Principal Equity Income R5 | 37.64% |
| Hartford Dividend and Growth R5 | 34.99% |
| Franklin Equity Income R6 | 35.32% |
| JPMorgan Equity Income R3 | 36.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.212 |
| Beta (5Y) | 0.9708 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.06% |
| Historical Sharpe Ratio (5Y) | 0.6266 |
| Historical Sortino (5Y) | 0.5685 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.66% |