Principal Diversified Intl R5 (PINPX)
12.39
+0.18 (+1.47%)
USD |
May 27 2022
PINPX Max Drawdown (5Y): 36.13% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 36.13% |
| March 31, 2022 | 36.13% |
| February 28, 2022 | 36.13% |
| January 31, 2022 | 36.13% |
| December 31, 2021 | 36.13% |
| November 30, 2021 | 36.13% |
| October 31, 2021 | 36.13% |
| September 30, 2021 | 36.13% |
| August 31, 2021 | 36.13% |
| July 31, 2021 | 36.13% |
| June 30, 2021 | 36.13% |
| May 31, 2021 | 36.13% |
| April 30, 2021 | 36.13% |
| March 31, 2021 | 36.13% |
| February 28, 2021 | 36.13% |
| January 31, 2021 | 36.13% |
| December 31, 2020 | 36.13% |
| November 30, 2020 | 36.13% |
| October 31, 2020 | 36.13% |
| September 30, 2020 | 36.13% |
| August 31, 2020 | 36.13% |
| July 31, 2020 | 36.13% |
| June 30, 2020 | 36.13% |
| May 31, 2020 | 36.13% |
| April 30, 2020 | 36.13% |
| Date | Value |
|---|---|
| March 31, 2020 | 36.13% |
| February 29, 2020 | 25.74% |
| January 31, 2020 | 25.74% |
| December 31, 2019 | 25.74% |
| November 30, 2019 | 25.74% |
| October 31, 2019 | 25.74% |
| September 30, 2019 | 25.74% |
| August 31, 2019 | 25.74% |
| July 31, 2019 | 25.74% |
| June 30, 2019 | 25.74% |
| May 31, 2019 | 25.74% |
| April 30, 2019 | 25.74% |
| March 31, 2019 | 25.74% |
| February 28, 2019 | 25.74% |
| January 31, 2019 | 25.74% |
| December 31, 2018 | 25.74% |
| November 30, 2018 | 21.17% |
| October 31, 2018 | 20.83% |
| September 30, 2018 | 20.83% |
| August 31, 2018 | 20.83% |
| July 31, 2018 | 20.83% |
| June 30, 2018 | 20.83% |
| May 31, 2018 | 20.83% |
| April 30, 2018 | 20.83% |
| March 31, 2018 | 20.83% |
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
20.83%
Minimum
Oct 2017
36.13%
Maximum
Mar 2020
29.23%
Average
25.74%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2842 |
| Beta (5Y) | 1.011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.56% |
| Historical Sharpe Ratio (5Y) | 0.2837 |
| Historical Sortino (5Y) | 0.2982 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.47% |