Principal Diversified Real Asset Fund A (PRDAX)

11.44 -0.05 (-0.44%) USD  |  Dec 13 2024
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PRDAX Max Drawdown (5Y): 28.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Delaware Global Listed Real Assets Fund A 31.40%
DWS RREEF Real Assets Fund A 29.41%
Wilmington Real Asset Fund A 31.30%
Cohen & Steers Real Assets Fund A 30.69%
Hartford Real Asset Fund A 37.18%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.887
Beta (5Y) 0.6586
Alpha (vs YCharts Benchmark) (5Y) 2.926
Beta (vs YCharts Benchmark) (5Y) 1.232
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.88%
Historical Sharpe Ratio (5Y) 0.1955
Historical Sortino (5Y) 0.1966
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.14%

Max Drawdown (5Y) Excel Add-In Codes

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