Principal Large Cap S&P 500 Index R4 (PLFSX)
21.71
+0.46 (+2.16%)
USD |
Aug 10 2022
PLFSX Max Drawdown (5Y): 33.77% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 33.77% |
June 30, 2022 | 33.77% |
May 31, 2022 | 33.77% |
April 30, 2022 | 33.77% |
March 31, 2022 | 33.77% |
February 28, 2022 | 33.77% |
January 31, 2022 | 33.77% |
December 31, 2021 | 33.77% |
November 30, 2021 | 33.77% |
October 31, 2021 | 33.77% |
September 30, 2021 | 33.77% |
August 31, 2021 | 33.77% |
July 31, 2021 | 33.77% |
June 30, 2021 | 33.77% |
May 31, 2021 | 33.77% |
April 30, 2021 | 33.77% |
March 31, 2021 | 33.77% |
February 28, 2021 | 33.77% |
January 31, 2021 | 33.77% |
December 31, 2020 | 33.77% |
November 30, 2020 | 33.77% |
October 31, 2020 | 33.77% |
September 30, 2020 | 33.77% |
August 31, 2020 | 33.77% |
July 31, 2020 | 33.77% |
Date | Value |
---|---|
June 30, 2020 | 33.77% |
May 31, 2020 | 33.77% |
April 30, 2020 | 33.77% |
March 31, 2020 | 33.77% |
February 29, 2020 | 19.43% |
January 31, 2020 | 19.43% |
December 31, 2019 | 19.43% |
November 30, 2019 | 19.43% |
October 31, 2019 | 19.43% |
September 30, 2019 | 19.43% |
August 31, 2019 | 19.43% |
July 31, 2019 | 19.43% |
June 30, 2019 | 19.43% |
May 31, 2019 | 19.43% |
April 30, 2019 | 19.43% |
March 31, 2019 | 19.43% |
February 28, 2019 | 19.43% |
January 31, 2019 | 19.43% |
December 31, 2018 | 19.43% |
November 30, 2018 | 13.20% |
October 31, 2018 | 13.20% |
September 30, 2018 | 13.20% |
August 31, 2018 | 13.20% |
July 31, 2018 | 13.20% |
June 30, 2018 | 13.20% |
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
13.20%
Minimum
Aug 2017
33.77%
Maximum
Mar 2020
24.70%
Average
19.43%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Nationwide S&P 500 Index R | 33.87% |
MM S&P 500® Index R4 | 33.73% |
Victory S&P 500 Index R | 33.83% |
Transamerica Stock Index R | 33.78% |
TIAA-CREF S&P 500 Index Retire | 33.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5961 |
Beta (5Y) | 0.9992 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.09% |
Historical Sharpe Ratio (5Y) | 0.7108 |
Historical Sortino (5Y) | 0.7462 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.68% |