Principal LargeCap S&P 500 Index Fund R-3 (PLFMX)
28.67
+0.58
(+2.06%)
USD |
May 27 2025
PLFMX Max Drawdown (5Y): 24.91% for April 30, 2025
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| MM S&P 500 Index Fund R3 | 25.03% |
| Transamerica Stock Index R | 24.81% |
| PGIM Quant Solutions Large-Cap Index Fund R6 | 24.58% |
| Nationwide S&P 500 Index Fund R | 25.04% |
| Nuveen S&P 500 Index Fund R6 | 24.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8372 |
| Beta (5Y) | 0.9992 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.8372 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9992 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.89% |
| Historical Sharpe Ratio (5Y) | 0.8115 |
| Historical Sortino (5Y) | 1.190 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.85% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:PLFMX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:PLFMX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |