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% |