Principal Real Estate Securities Inst (PIREX)
29.09
+0.13 (+0.45%)
USD |
May 24 2022
PIREX Max Drawdown (5Y): 41.19% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 41.19% |
| March 31, 2022 | 41.19% |
| February 28, 2022 | 41.19% |
| January 31, 2022 | 41.19% |
| December 31, 2021 | 41.19% |
| November 30, 2021 | 41.19% |
| October 31, 2021 | 41.19% |
| September 30, 2021 | 41.19% |
| August 31, 2021 | 41.19% |
| July 31, 2021 | 41.19% |
| June 30, 2021 | 41.19% |
| May 31, 2021 | 41.19% |
| April 30, 2021 | 41.19% |
| March 31, 2021 | 41.19% |
| February 28, 2021 | 41.19% |
| January 31, 2021 | 41.19% |
| December 31, 2020 | 41.19% |
| November 30, 2020 | 41.19% |
| October 31, 2020 | 41.19% |
| September 30, 2020 | 41.19% |
| August 31, 2020 | 41.19% |
| July 31, 2020 | 41.19% |
| June 30, 2020 | 41.19% |
| May 31, 2020 | 41.19% |
| April 30, 2020 | 41.19% |
| Date | Value |
|---|---|
| March 31, 2020 | 41.19% |
| February 29, 2020 | 16.10% |
| January 31, 2020 | 16.10% |
| December 31, 2019 | 16.10% |
| November 30, 2019 | 16.10% |
| October 31, 2019 | 16.10% |
| September 30, 2019 | 16.10% |
| August 31, 2019 | 16.10% |
| July 31, 2019 | 16.10% |
| June 30, 2019 | 16.10% |
| May 31, 2019 | 16.10% |
| April 30, 2019 | 16.10% |
| March 31, 2019 | 16.10% |
| February 28, 2019 | 16.10% |
| January 31, 2019 | 16.10% |
| December 31, 2018 | 16.10% |
| November 30, 2018 | 16.10% |
| October 31, 2018 | 16.10% |
| September 30, 2018 | 16.10% |
| August 31, 2018 | 16.10% |
| July 31, 2018 | 16.10% |
| June 30, 2018 | 16.20% |
| May 31, 2018 | 16.54% |
| April 30, 2018 | 16.54% |
| March 31, 2018 | 16.54% |
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
16.10%
Minimum
Jul 2018
41.19%
Maximum
Mar 2020
27.07%
Average
16.54%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.195 |
| Beta (5Y) | 0.8082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.00% |
| Historical Sharpe Ratio (5Y) | 0.5838 |
| Historical Sortino (5Y) | 0.5339 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.20% |