PIMCO Government Money Market Fund I-2 (PGPXX)
1.00
0.00 (0.00%)
USD |
Dec 13 2024
PGPXX Max Drawdown (5Y): 0.06% for Nov. 30, 2024
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1616 |
Beta (5Y) | 0.9725 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1616 |
Beta (vs YCharts Benchmark) (5Y) | 0.9725 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.67% |
Historical Sharpe Ratio (5Y) | -0.2055 |
Historical Sortino (5Y) | -350.92 |