PGIM Jennison Small Company Z (PSCZX)
20.61
-0.36 (-1.72%)
USD |
May 24 2022
PSCZX Max Drawdown (5Y): 47.40% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 47.40% |
| March 31, 2022 | 47.40% |
| February 28, 2022 | 47.40% |
| January 31, 2022 | 47.40% |
| December 31, 2021 | 47.40% |
| November 30, 2021 | 47.40% |
| October 31, 2021 | 47.40% |
| September 30, 2021 | 47.40% |
| August 31, 2021 | 47.40% |
| July 31, 2021 | 47.40% |
| June 30, 2021 | 47.40% |
| May 31, 2021 | 47.40% |
| April 30, 2021 | 47.40% |
| March 31, 2021 | 47.40% |
| February 28, 2021 | 47.40% |
| January 31, 2021 | 47.40% |
| December 31, 2020 | 47.40% |
| November 30, 2020 | 47.40% |
| October 31, 2020 | 47.40% |
| September 30, 2020 | 47.40% |
| August 31, 2020 | 47.40% |
| July 31, 2020 | 47.40% |
| June 30, 2020 | 47.40% |
| May 31, 2020 | 47.40% |
| April 30, 2020 | 47.40% |
| Date | Value |
|---|---|
| March 31, 2020 | 47.40% |
| February 29, 2020 | 26.36% |
| January 31, 2020 | 26.36% |
| December 31, 2019 | 26.36% |
| November 30, 2019 | 26.36% |
| October 31, 2019 | 26.36% |
| September 30, 2019 | 26.36% |
| August 31, 2019 | 26.36% |
| July 31, 2019 | 26.36% |
| June 30, 2019 | 26.36% |
| May 31, 2019 | 26.36% |
| April 30, 2019 | 26.36% |
| March 31, 2019 | 26.36% |
| February 28, 2019 | 26.36% |
| January 31, 2019 | 26.36% |
| December 31, 2018 | 26.36% |
| November 30, 2018 | 24.92% |
| October 31, 2018 | 24.92% |
| September 30, 2018 | 24.92% |
| August 31, 2018 | 24.92% |
| July 31, 2018 | 24.92% |
| June 30, 2018 | 24.92% |
| May 31, 2018 | 24.92% |
| April 30, 2018 | 24.92% |
| March 31, 2018 | 24.92% |
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
24.92%
Minimum
May 2017
47.40%
Maximum
Mar 2020
35.02%
Average
26.36%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| AQR Small Cap Momentum Style I | 41.84% |
| Eaton Vance Small-Cap I | 36.66% |
| AMG GW&K Small Cap Core I | 41.34% |
| JPMorgan Small Cap Blend I | 38.31% |
| Royce Premier Instl | 40.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.611 |
| Beta (5Y) | 1.251 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.18% |
| Historical Sharpe Ratio (5Y) | 0.5666 |
| Historical Sortino (5Y) | 0.5522 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.83% |