Virtus NFJ Large-Cap Value Fund A (PNBAX)
27.44
+0.13
(+0.48%)
USD |
Apr 09 2026
PNBAX Max Drawdown (5Y): 23.83% for March 31, 2026
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
| Virtus NFJ Dividend Value Fund A | 23.41% |
| Natixis Oakmark Fund A | 23.56% |
| Calvert US Large-Cap Value Responsible Index Fd A | 22.75% |
| Touchstone Value Fund A | 18.06% |
| Smead Value Fund A | 24.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.905 |
| Beta (5Y) | 0.9722 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.980 |
| Beta (vs YCharts Benchmark) (5Y) | 1.078 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.55% |
| Historical Sharpe Ratio (5Y) | 0.1617 |
| Historical Sortino (5Y) | 0.2607 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.09% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:PNBAX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:PNBAX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |