PGIM Balanced A (PIBAX)
15.43
+0.12 (+0.78%)
USD |
May 25 2022
PIBAX Max Drawdown (5Y): 26.51% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 26.51% |
| March 31, 2022 | 26.51% |
| February 28, 2022 | 26.51% |
| January 31, 2022 | 26.51% |
| December 31, 2021 | 26.51% |
| November 30, 2021 | 26.51% |
| October 31, 2021 | 26.51% |
| September 30, 2021 | 26.51% |
| August 31, 2021 | 26.51% |
| July 31, 2021 | 26.51% |
| June 30, 2021 | 26.51% |
| May 31, 2021 | 26.51% |
| April 30, 2021 | 26.51% |
| March 31, 2021 | 26.51% |
| February 28, 2021 | 26.51% |
| January 31, 2021 | 26.51% |
| December 31, 2020 | 26.51% |
| November 30, 2020 | 26.51% |
| October 31, 2020 | 26.51% |
| September 30, 2020 | 26.51% |
| August 31, 2020 | 26.51% |
| July 31, 2020 | 26.51% |
| June 30, 2020 | 26.51% |
| May 31, 2020 | 26.51% |
| April 30, 2020 | 26.51% |
| Date | Value |
|---|---|
| March 31, 2020 | 26.51% |
| February 29, 2020 | 12.84% |
| January 31, 2020 | 12.84% |
| December 31, 2019 | 12.84% |
| November 30, 2019 | 12.84% |
| October 31, 2019 | 12.84% |
| September 30, 2019 | 12.84% |
| August 31, 2019 | 12.84% |
| July 31, 2019 | 12.84% |
| June 30, 2019 | 12.84% |
| May 31, 2019 | 12.84% |
| April 30, 2019 | 12.84% |
| March 31, 2019 | 12.84% |
| February 28, 2019 | 12.84% |
| January 31, 2019 | 12.84% |
| December 31, 2018 | 12.84% |
| November 30, 2018 | 8.80% |
| October 31, 2018 | 8.80% |
| September 30, 2018 | 8.80% |
| August 31, 2018 | 8.80% |
| July 31, 2018 | 8.80% |
| June 30, 2018 | 8.80% |
| May 31, 2018 | 8.80% |
| April 30, 2018 | 8.80% |
| March 31, 2018 | 8.80% |
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
8.80%
Minimum
May 2017
26.51%
Maximum
Mar 2020
17.49%
Average
12.84%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Touchstone Balanced A | 22.06% |
| Transamerica Multi-Mgd Balanced A | 23.54% |
| JHancock Balanced A | 21.00% |
| George Putnam Balanced A | 23.00% |
| Calvert Balanced A | 23.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.042 |
| Beta (5Y) | 0.6757 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.35% |
| Historical Sharpe Ratio (5Y) | 0.5008 |
| Historical Sortino (5Y) | 0.4534 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.30% |