T. Rowe Price Global Technology (PRGTX)
12.33
-0.10 (-0.80%)
USD |
Jul 06 2022
PRGTX Max Drawdown (5Y): 60.81% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 60.81% |
| May 31, 2022 | 59.89% |
| April 30, 2022 | 50.53% |
| March 31, 2022 | 48.82% |
| February 28, 2022 | 40.63% |
| January 31, 2022 | 38.57% |
| December 31, 2021 | 29.22% |
| November 30, 2021 | 29.22% |
| October 31, 2021 | 29.22% |
| September 30, 2021 | 29.22% |
| August 31, 2021 | 29.22% |
| July 31, 2021 | 29.22% |
| June 30, 2021 | 29.22% |
| May 31, 2021 | 29.22% |
| April 30, 2021 | 29.22% |
| March 31, 2021 | 29.22% |
| February 28, 2021 | 29.22% |
| January 31, 2021 | 29.22% |
| December 31, 2020 | 29.22% |
| November 30, 2020 | 29.22% |
| October 31, 2020 | 29.22% |
| September 30, 2020 | 29.22% |
| August 31, 2020 | 29.22% |
| July 31, 2020 | 29.22% |
| June 30, 2020 | 29.22% |
| Date | Value |
|---|---|
| May 31, 2020 | 29.22% |
| April 30, 2020 | 29.22% |
| March 31, 2020 | 29.22% |
| February 29, 2020 | 26.63% |
| January 31, 2020 | 26.63% |
| December 31, 2019 | 26.63% |
| November 30, 2019 | 26.63% |
| October 31, 2019 | 26.63% |
| September 30, 2019 | 26.63% |
| August 31, 2019 | 26.63% |
| July 31, 2019 | 26.63% |
| June 30, 2019 | 26.63% |
| May 31, 2019 | 26.63% |
| April 30, 2019 | 26.63% |
| March 31, 2019 | 26.63% |
| February 28, 2019 | 26.63% |
| January 31, 2019 | 26.63% |
| December 31, 2018 | 26.63% |
| November 30, 2018 | 26.63% |
| October 31, 2018 | 26.63% |
| September 30, 2018 | 24.44% |
| August 31, 2018 | 24.44% |
| July 31, 2018 | 24.44% |
| June 30, 2018 | 24.44% |
| May 31, 2018 | 24.44% |
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
24.44%
Minimum
Jul 2017
60.81%
Maximum
Jun 2022
29.35%
Average
26.63%
Median
Oct 2018
Max Drawdown (5Y) Benchmarks
| Fidelity® Select Technology | 37.84% |
| Berkshire Focus | 65.53% |
| Fidelity® Select IT Services | 41.29% |
| VALIC Company I Science & Technology | 40.57% |
| T. Rowe Price Science & Tech | 41.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.832 |
| Beta (5Y) | 1.206 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.32% |
| Historical Sharpe Ratio (5Y) | 0.2985 |
| Historical Sortino (5Y) | 0.386 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.17% |