Polen Global Growth Institutional (PGIIX)
21.43
-0.04 (-0.19%)
USD |
Aug 08 2022
PGIIX Max Drawdown (5Y): 32.83% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 32.83% |
| June 30, 2022 | 32.83% |
| May 31, 2022 | 28.95% |
| April 30, 2022 | 27.75% |
| March 31, 2022 | 27.75% |
| February 28, 2022 | 27.75% |
| January 31, 2022 | 27.75% |
| December 31, 2021 | 27.75% |
| November 30, 2021 | 27.75% |
| October 31, 2021 | 27.75% |
| September 30, 2021 | 27.75% |
| August 31, 2021 | 27.75% |
| July 31, 2021 | 27.75% |
| June 30, 2021 | 27.75% |
| May 31, 2021 | 27.75% |
| April 30, 2021 | 27.75% |
| March 31, 2021 | 27.75% |
| February 28, 2021 | 27.75% |
| January 31, 2021 | 27.75% |
| December 31, 2020 | 27.75% |
| November 30, 2020 | 27.75% |
| October 31, 2020 | 27.75% |
| September 30, 2020 | 27.75% |
| August 31, 2020 | 27.75% |
| July 31, 2020 | 27.75% |
| Date | Value |
|---|---|
| June 30, 2020 | 27.75% |
| May 31, 2020 | 27.75% |
| April 30, 2020 | 27.75% |
| March 31, 2020 | 27.75% |
| February 29, 2020 | 16.58% |
| January 31, 2020 | 16.58% |
| December 31, 2019 | 16.58% |
| November 30, 2019 | 16.58% |
| October 31, 2019 | 16.58% |
| September 30, 2019 | 16.58% |
| August 31, 2019 | 16.58% |
| July 31, 2019 | 16.58% |
| June 30, 2019 | 16.58% |
| May 31, 2019 | 16.58% |
| April 30, 2019 | 16.58% |
| March 31, 2019 | 16.58% |
| February 28, 2019 | 16.58% |
| January 31, 2019 | 16.58% |
| December 31, 2018 | 16.58% |
| November 30, 2018 | 12.14% |
| October 31, 2018 | 12.14% |
| September 30, 2018 | 12.14% |
| August 31, 2018 | 12.14% |
| July 31, 2018 | 12.14% |
| June 30, 2018 | 12.14% |
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
12.14%
Minimum
Aug 2017
32.83%
Maximum
Jun 2022
20.98%
Average
16.58%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.670 |
| Beta (5Y) | 0.8887 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.90% |
| Historical Sharpe Ratio (5Y) | 0.6424 |
| Historical Sortino (5Y) | 0.7621 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.51% |