PGIM Jennison Global Opportunities Fund R4 (PRJDX)
35.30
-0.55
(-1.53%)
USD |
Feb 05 2026
PRJDX Max Drawdown (5Y): 48.15% for Jan. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| William Blair Global Leaders Fund R6 | 38.66% |
| Morgan Stanley Inst Global Core Portfolio R6 | 28.74% |
| Calamos Global Equity Fund R6 | 35.72% |
| MassMutual Global Fund R3 | 42.13% |
| Invesco Global Fund R5 | 41.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.689 |
| Beta (5Y) | 0.9304 |
| Alpha (vs YCharts Benchmark) (5Y) | -10.88 |
| Beta (vs YCharts Benchmark) (5Y) | 1.226 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.18% |
| Historical Sharpe Ratio (5Y) | -0.0111 |
| Historical Sortino (5Y) | -0.0156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.34% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:PRJDX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:PRJDX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |