T. Rowe Price Diversified Mid Cap Gr (PRDMX)
38.42
+0.26 (+0.68%)
USD |
Aug 05 2022
PRDMX Max Drawdown (5Y): 35.91% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 35.91% |
| June 30, 2022 | 35.91% |
| May 31, 2022 | 35.91% |
| April 30, 2022 | 35.91% |
| March 31, 2022 | 35.91% |
| February 28, 2022 | 35.91% |
| January 31, 2022 | 35.91% |
| December 31, 2021 | 35.91% |
| November 30, 2021 | 35.91% |
| October 31, 2021 | 35.91% |
| September 30, 2021 | 35.91% |
| August 31, 2021 | 35.91% |
| July 31, 2021 | 35.91% |
| June 30, 2021 | 35.91% |
| May 31, 2021 | 35.91% |
| April 30, 2021 | 35.91% |
| March 31, 2021 | 35.91% |
| February 28, 2021 | 35.91% |
| January 31, 2021 | 35.91% |
| December 31, 2020 | 35.91% |
| November 30, 2020 | 35.91% |
| October 31, 2020 | 35.91% |
| September 30, 2020 | 35.91% |
| August 31, 2020 | 35.91% |
| July 31, 2020 | 35.91% |
| Date | Value |
|---|---|
| June 30, 2020 | 35.91% |
| May 31, 2020 | 35.91% |
| April 30, 2020 | 35.91% |
| March 31, 2020 | 35.91% |
| February 29, 2020 | 21.03% |
| January 31, 2020 | 21.03% |
| December 31, 2019 | 21.03% |
| November 30, 2019 | 21.03% |
| October 31, 2019 | 21.03% |
| September 30, 2019 | 21.03% |
| August 31, 2019 | 21.03% |
| July 31, 2019 | 21.03% |
| June 30, 2019 | 21.03% |
| May 31, 2019 | 21.03% |
| April 30, 2019 | 21.03% |
| March 31, 2019 | 21.03% |
| February 28, 2019 | 21.03% |
| January 31, 2019 | 21.03% |
| December 31, 2018 | 21.03% |
| November 30, 2018 | 21.03% |
| October 31, 2018 | 21.03% |
| September 30, 2018 | 21.03% |
| August 31, 2018 | 21.03% |
| July 31, 2018 | 21.03% |
| June 30, 2018 | 21.03% |
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
21.03%
Minimum
Aug 2017
35.91%
Maximum
Mar 2020
28.22%
Average
21.03%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| JNL/JPMorgan MidCap Growth A | 37.08% |
| Fidelity® Growth Strategies | 36.55% |
| T. Rowe Price Mid-Cap Growth | 35.96% |
| Marsico Midcap Growth Focus Fund | 40.58% |
| JNL/T. Rowe Price Mid-Cap Growth A | 36.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.258 |
| Beta (5Y) | 1.089 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.52% |
| Historical Sharpe Ratio (5Y) | 0.5734 |
| Historical Sortino (5Y) | 0.6728 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.43% |