Pioneer Multi-Asset Income Fund R (PMFRX)

11.50 -0.04 (-0.35%) USD  |  Dec 13 2024
More

PMFRX Max Drawdown (5Y): 24.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for PMFRX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
NYLI Income Builder Fund R6 24.38%
Franklin Mutual Quest Fund R 30.69%
GMO Global Asset Allocation Fund R6 25.12%
MFS Global Total Return Fund R2 23.46%
Pioneer Solutions - Balanced Fund R 26.27%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.679
Beta (5Y) 0.4802
Alpha (vs YCharts Benchmark) (5Y) 4.746
Beta (vs YCharts Benchmark) (5Y) 0.8904
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 12.27%
Historical Sharpe Ratio (5Y) 0.386
Historical Sortino (5Y) 0.3771
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.64%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:PMFRX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:PMFRX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.