Principal Large Cap Value III R1 (PESAX)
18.21
+0.31 (+1.73%)
USD |
May 23 2022
PESAX Max Drawdown (5Y): 38.62% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 38.62% |
| March 31, 2022 | 38.62% |
| February 28, 2022 | 38.62% |
| January 31, 2022 | 38.62% |
| December 31, 2021 | 38.62% |
| November 30, 2021 | 38.62% |
| October 31, 2021 | 38.62% |
| September 30, 2021 | 38.62% |
| August 31, 2021 | 38.62% |
| July 31, 2021 | 38.62% |
| June 30, 2021 | 38.62% |
| May 31, 2021 | 38.62% |
| April 30, 2021 | 38.62% |
| March 31, 2021 | 38.62% |
| February 28, 2021 | 38.62% |
| January 31, 2021 | 38.62% |
| December 31, 2020 | 38.62% |
| November 30, 2020 | 38.62% |
| October 31, 2020 | 38.62% |
| September 30, 2020 | 38.62% |
| August 31, 2020 | 38.62% |
| July 31, 2020 | 38.62% |
| June 30, 2020 | 38.62% |
| May 31, 2020 | 38.62% |
| April 30, 2020 | 38.62% |
| Date | Value |
|---|---|
| March 31, 2020 | 38.62% |
| February 29, 2020 | 17.85% |
| January 31, 2020 | 17.85% |
| December 31, 2019 | 17.85% |
| November 30, 2019 | 17.85% |
| October 31, 2019 | 17.85% |
| September 30, 2019 | 17.85% |
| August 31, 2019 | 17.85% |
| July 31, 2019 | 17.85% |
| June 30, 2019 | 17.85% |
| May 31, 2019 | 17.85% |
| April 30, 2019 | 17.85% |
| March 31, 2019 | 17.85% |
| February 28, 2019 | 17.85% |
| January 31, 2019 | 17.85% |
| December 31, 2018 | 17.85% |
| November 30, 2018 | 16.11% |
| October 31, 2018 | 16.11% |
| September 30, 2018 | 16.11% |
| August 31, 2018 | 16.11% |
| July 31, 2018 | 16.11% |
| June 30, 2018 | 16.11% |
| May 31, 2018 | 16.11% |
| April 30, 2018 | 16.11% |
| March 31, 2018 | 16.11% |
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
16.11%
Minimum
Sep 2017
38.62%
Maximum
Mar 2020
26.62%
Average
17.85%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Touchstone Value R6 | 40.75% |
| MFS Blended Research Value Equity R4 | 38.77% |
| BlackRock Advantage Large Cap Val R | 37.16% |
| AB Value K | 40.90% |
| Voya Corporate Leaders 100 R6 | 33.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.024 |
| Beta (5Y) | 0.9524 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.91% |
| Historical Sharpe Ratio (5Y) | 0.5323 |
| Historical Sortino (5Y) | 0.4984 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.96% |