PGIM Jennison MLP R6 (PRPQX)
6.19
+0.12 (+1.98%)
USD |
Jun 24 2022
PRPQX Max Drawdown (5Y): 68.47% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 68.47% |
April 30, 2022 | 68.47% |
March 31, 2022 | 68.47% |
February 28, 2022 | 68.47% |
January 31, 2022 | 68.47% |
December 31, 2021 | 68.47% |
November 30, 2021 | 68.47% |
October 31, 2021 | 68.47% |
September 30, 2021 | 68.47% |
August 31, 2021 | 68.47% |
July 31, 2021 | 68.47% |
June 30, 2021 | 68.47% |
May 31, 2021 | 68.47% |
April 30, 2021 | 68.47% |
March 31, 2021 | 68.47% |
February 28, 2021 | 68.47% |
January 31, 2021 | 68.47% |
December 31, 2020 | 68.47% |
November 30, 2020 | 68.47% |
October 31, 2020 | 68.47% |
September 30, 2020 | 68.47% |
August 31, 2020 | 68.47% |
July 31, 2020 | 68.47% |
June 30, 2020 | 68.47% |
May 31, 2020 | 68.47% |
Date | Value |
---|---|
April 30, 2020 | 68.47% |
March 31, 2020 | 68.47% |
February 29, 2020 | 54.06% |
January 31, 2020 | 54.06% |
December 31, 2019 | 54.06% |
November 30, 2019 | 54.06% |
October 31, 2019 | 54.06% |
September 30, 2019 | 54.06% |
August 31, 2019 | 54.06% |
July 31, 2019 | 54.06% |
June 30, 2019 | 54.06% |
May 31, 2019 | 54.06% |
April 30, 2019 | 54.06% |
March 31, 2019 | 54.06% |
February 28, 2019 | 54.06% |
January 31, 2019 | 54.06% |
December 31, 2018 | 54.06% |
November 30, 2018 | 54.06% |
October 31, 2018 | 54.06% |
September 30, 2018 | 54.06% |
August 31, 2018 | 54.06% |
July 31, 2018 | 54.06% |
June 30, 2018 | 54.06% |
May 31, 2018 | 54.06% |
April 30, 2018 | 54.06% |
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
54.06%
Minimum
Jun 2017
68.47%
Maximum
Mar 2020
60.54%
Average
54.06%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.513 |
Beta (5Y) | 1.229 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.96% |
Historical Sharpe Ratio (5Y) | 0.2345 |
Historical Sortino (5Y) | 0.2497 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.34% |