T. Rowe Price QM US Small-Cap Gr Eq (PRDSX)
35.01
+1.20 (+3.55%)
USD |
Jun 24 2022
PRDSX Max Drawdown (5Y): 37.61% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 37.61% |
| April 30, 2022 | 37.61% |
| March 31, 2022 | 37.61% |
| February 28, 2022 | 37.61% |
| January 31, 2022 | 37.61% |
| December 31, 2021 | 37.61% |
| November 30, 2021 | 37.61% |
| October 31, 2021 | 37.61% |
| September 30, 2021 | 37.61% |
| August 31, 2021 | 37.61% |
| July 31, 2021 | 37.61% |
| June 30, 2021 | 37.61% |
| May 31, 2021 | 37.61% |
| April 30, 2021 | 37.61% |
| March 31, 2021 | 37.61% |
| February 28, 2021 | 37.61% |
| January 31, 2021 | 37.61% |
| December 31, 2020 | 37.61% |
| November 30, 2020 | 37.61% |
| October 31, 2020 | 37.61% |
| September 30, 2020 | 37.61% |
| August 31, 2020 | 37.61% |
| July 31, 2020 | 37.61% |
| June 30, 2020 | 37.61% |
| May 31, 2020 | 37.61% |
| Date | Value |
|---|---|
| April 30, 2020 | 37.61% |
| March 31, 2020 | 37.61% |
| February 29, 2020 | 25.30% |
| January 31, 2020 | 25.30% |
| December 31, 2019 | 25.30% |
| November 30, 2019 | 25.30% |
| October 31, 2019 | 25.30% |
| September 30, 2019 | 25.30% |
| August 31, 2019 | 25.30% |
| July 31, 2019 | 25.30% |
| June 30, 2019 | 25.30% |
| May 31, 2019 | 25.30% |
| April 30, 2019 | 25.30% |
| March 31, 2019 | 25.30% |
| February 28, 2019 | 25.30% |
| January 31, 2019 | 25.30% |
| December 31, 2018 | 25.30% |
| November 30, 2018 | 22.75% |
| October 31, 2018 | 22.75% |
| September 30, 2018 | 22.75% |
| August 31, 2018 | 22.75% |
| July 31, 2018 | 22.75% |
| June 30, 2018 | 22.75% |
| May 31, 2018 | 22.75% |
| April 30, 2018 | 22.75% |
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
22.75%
Minimum
Jun 2017
37.61%
Maximum
Mar 2020
30.07%
Average
25.30%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JNL/Invesco Small Cap Growth A | 44.26% |
| T. Rowe Price Small-Cap Stock | 37.71% |
| Fidelity® Small Cap Growth | 37.51% |
| JNL Multi-Manager Small Cap Growth A | 42.80% |
| Wasatch Core Growth | 38.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.034 |
| Beta (5Y) | 1.088 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.98% |
| Historical Sharpe Ratio (5Y) | 0.4317 |
| Historical Sortino (5Y) | 0.4735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.03% |