Principal LargeCap Growth I J (PLGJX)
11.84
+0.25 (+2.16%)
USD |
May 17 2022
PLGJX Max Drawdown (5Y): 31.41% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 31.41% |
| March 31, 2022 | 31.41% |
| February 28, 2022 | 31.41% |
| January 31, 2022 | 31.41% |
| December 31, 2021 | 31.41% |
| November 30, 2021 | 31.41% |
| October 31, 2021 | 31.41% |
| September 30, 2021 | 31.41% |
| August 31, 2021 | 31.41% |
| July 31, 2021 | 31.41% |
| June 30, 2021 | 31.41% |
| May 31, 2021 | 31.41% |
| April 30, 2021 | 31.41% |
| March 31, 2021 | 31.41% |
| February 28, 2021 | 31.41% |
| January 31, 2021 | 31.41% |
| December 31, 2020 | 31.41% |
| November 30, 2020 | 31.41% |
| October 31, 2020 | 31.41% |
| September 30, 2020 | 31.41% |
| August 31, 2020 | 31.41% |
| July 31, 2020 | 31.41% |
| June 30, 2020 | 31.41% |
| May 31, 2020 | 31.41% |
| April 30, 2020 | 31.41% |
| Date | Value |
|---|---|
| March 31, 2020 | 31.41% |
| February 29, 2020 | 20.21% |
| January 31, 2020 | 20.21% |
| December 31, 2019 | 20.21% |
| November 30, 2019 | 20.21% |
| October 31, 2019 | 20.21% |
| September 30, 2019 | 20.21% |
| August 31, 2019 | 20.21% |
| July 31, 2019 | 20.21% |
| June 30, 2019 | 20.21% |
| May 31, 2019 | 20.21% |
| April 30, 2019 | 20.21% |
| March 31, 2019 | 20.21% |
| February 28, 2019 | 20.21% |
| January 31, 2019 | 20.21% |
| December 31, 2018 | 20.21% |
| November 30, 2018 | 17.38% |
| October 31, 2018 | 17.38% |
| September 30, 2018 | 17.38% |
| August 31, 2018 | 17.38% |
| July 31, 2018 | 17.38% |
| June 30, 2018 | 17.38% |
| May 31, 2018 | 17.38% |
| April 30, 2018 | 17.38% |
| March 31, 2018 | 17.38% |
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
17.38%
Minimum
May 2017
31.41%
Maximum
Mar 2020
24.17%
Average
20.21%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| City National Rochdale US Cor Eq Svc | 32.09% |
| MassMutual Blue Chip Growth Adm | 28.87% |
| Harbor Capital Appreciation Admin | 31.30% |
| Schwab Large-Cap Growth | 31.30% |
| Columbia Large Cap Growth V | 30.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7384 |
| Beta (5Y) | 1.062 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.71% |
| Historical Sharpe Ratio (5Y) | 0.818 |
| Historical Sortino (5Y) | 0.9506 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.13% |