PGIM Jennison Health Sciences Fund R6 (PHLQX)

50.80 +0.32 (+0.63%) USD  |  Dec 16 2024
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PHLQX Max Drawdown (5Y): 30.65% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Hartford Healthcare Fund R3 28.53%
Baron Health Care Fund R6 28.53%
Hartford Healthcare HLS Fund IA 28.64%
Delaware Healthcare Fund R 25.60%
Invesco Health Care Fund R6 29.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.544
Beta (5Y) 0.7496
Alpha (vs YCharts Benchmark) (5Y) 2.590
Beta (vs YCharts Benchmark) (5Y) 1.007
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.65%
Historical Sharpe Ratio (5Y) 0.4641
Historical Sortino (5Y) 0.6145
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.92%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:PHLQX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:PHLQX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.