Principal LargeCap Growth I R4 (PPUSX)
13.28
-0.17 (-1.26%)
USD |
Jun 30 2022
PPUSX Max Drawdown (5Y): 38.65% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 38.65% |
| May 31, 2022 | 35.36% |
| April 30, 2022 | 31.39% |
| March 31, 2022 | 31.39% |
| February 28, 2022 | 31.39% |
| January 31, 2022 | 31.39% |
| December 31, 2021 | 31.39% |
| November 30, 2021 | 31.39% |
| October 31, 2021 | 31.39% |
| September 30, 2021 | 31.39% |
| August 31, 2021 | 31.39% |
| July 31, 2021 | 31.39% |
| June 30, 2021 | 31.39% |
| May 31, 2021 | 31.39% |
| April 30, 2021 | 31.39% |
| March 31, 2021 | 31.39% |
| February 28, 2021 | 31.39% |
| January 31, 2021 | 31.39% |
| December 31, 2020 | 31.39% |
| November 30, 2020 | 31.39% |
| October 31, 2020 | 31.39% |
| September 30, 2020 | 31.39% |
| August 31, 2020 | 31.39% |
| July 31, 2020 | 31.39% |
| June 30, 2020 | 31.39% |
| Date | Value |
|---|---|
| May 31, 2020 | 31.39% |
| April 30, 2020 | 31.39% |
| March 31, 2020 | 31.39% |
| February 29, 2020 | 20.22% |
| January 31, 2020 | 20.22% |
| December 31, 2019 | 20.22% |
| November 30, 2019 | 20.22% |
| October 31, 2019 | 20.22% |
| September 30, 2019 | 20.22% |
| August 31, 2019 | 20.22% |
| July 31, 2019 | 20.22% |
| June 30, 2019 | 20.22% |
| May 31, 2019 | 20.22% |
| April 30, 2019 | 20.22% |
| March 31, 2019 | 20.22% |
| February 28, 2019 | 20.22% |
| January 31, 2019 | 20.22% |
| December 31, 2018 | 20.22% |
| November 30, 2018 | 17.41% |
| October 31, 2018 | 17.41% |
| September 30, 2018 | 17.41% |
| August 31, 2018 | 17.41% |
| July 31, 2018 | 17.41% |
| June 30, 2018 | 17.41% |
| May 31, 2018 | 17.41% |
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
17.41%
Minimum
Jul 2017
38.65%
Maximum
Jun 2022
24.82%
Average
20.22%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| American Century Ultra® R | 35.08% |
| Lord Abbett Growth Leaders R3 | 42.29% |
| MassMutual Blue Chip Growth R4 | 37.55% |
| JPMorgan U.S. GARP Equity R2 | 31.37% |
| MFS Growth R1 | 34.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1283 |
| Beta (5Y) | 1.054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.94% |
| Historical Sharpe Ratio (5Y) | 0.6198 |
| Historical Sortino (5Y) | 0.7327 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.69% |