Principal MidCap Fund R-5 (PMBPX)

45.39 -0.35 (-0.77%) USD  |  Dec 13 2024
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PMBPX Max Drawdown (5Y): 40.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Fidelity Growth Strategies Fund K 36.50%
Goldman Sachs Mid Cap Growth Fund R6 38.77%
American Century Heritage Fund R6 40.44%
Baron Focused Growth Fund R6 43.60%
MFS Mid Cap Growth Fund R4 36.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.466
Beta (5Y) 1.147
Alpha (vs YCharts Benchmark) (5Y) -4.466
Beta (vs YCharts Benchmark) (5Y) 1.147
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.80%
Historical Sharpe Ratio (5Y) 0.4763
Historical Sortino (5Y) 0.5257
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.35%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:PMBPX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:PMBPX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.