Pacific Funds Small-Cap A (PFKAX)
12.76
-0.10 (-0.78%)
USD |
May 16 2022
PFKAX Max Drawdown (5Y): 45.52% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 45.52% |
| March 31, 2022 | 45.52% |
| February 28, 2022 | 45.52% |
| January 31, 2022 | 45.52% |
| December 31, 2021 | 45.52% |
| November 30, 2021 | 45.52% |
| October 31, 2021 | 45.52% |
| September 30, 2021 | 45.52% |
| August 31, 2021 | 45.52% |
| July 31, 2021 | 45.52% |
| June 30, 2021 | 45.52% |
| May 31, 2021 | 45.52% |
| April 30, 2021 | 45.52% |
| March 31, 2021 | 45.52% |
| February 28, 2021 | 45.52% |
| January 31, 2021 | 45.52% |
| December 31, 2020 | 45.52% |
| November 30, 2020 | 45.52% |
| October 31, 2020 | 45.52% |
| September 30, 2020 | 45.52% |
| August 31, 2020 | 45.52% |
| July 31, 2020 | 45.52% |
| June 30, 2020 | 45.52% |
| May 31, 2020 | 45.52% |
| April 30, 2020 | 45.52% |
| Date | Value |
|---|---|
| March 31, 2020 | 45.52% |
| February 29, 2020 | 25.11% |
| January 31, 2020 | 25.11% |
| December 31, 2019 | 25.11% |
| November 30, 2019 | 25.11% |
| October 31, 2019 | 25.11% |
| September 30, 2019 | 25.11% |
| August 31, 2019 | 25.11% |
| July 31, 2019 | 25.11% |
| June 30, 2019 | 25.11% |
| May 31, 2019 | 25.11% |
| April 30, 2019 | 25.11% |
| March 31, 2019 | 25.11% |
| February 28, 2019 | 25.11% |
| January 31, 2019 | 25.11% |
| December 31, 2018 | 25.11% |
| November 30, 2018 | 23.16% |
| October 31, 2018 | 23.16% |
| September 30, 2018 | 23.16% |
| August 31, 2018 | 23.16% |
| July 31, 2018 | 23.16% |
| June 30, 2018 | 23.16% |
| May 31, 2018 | 23.16% |
| April 30, 2018 | 23.16% |
| March 31, 2018 | 23.16% |
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
23.16%
Minimum
May 2017
45.52%
Maximum
Mar 2020
33.33%
Average
25.11%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.02 |
| Beta (5Y) | 1.180 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.61% |
| Historical Sharpe Ratio (5Y) | 0.2697 |
| Historical Sortino (5Y) | 0.2793 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.88% |