Principal SmallCap C (PSMCX)
20.20
-0.26 (-1.27%)
USD |
Aug 17 2022
PSMCX Max Drawdown (5Y): 42.49% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 42.49% |
| June 30, 2022 | 42.49% |
| May 31, 2022 | 42.49% |
| April 30, 2022 | 42.49% |
| March 31, 2022 | 42.49% |
| February 28, 2022 | 42.49% |
| January 31, 2022 | 42.49% |
| December 31, 2021 | 42.49% |
| November 30, 2021 | 42.49% |
| October 31, 2021 | 42.49% |
| September 30, 2021 | 42.49% |
| August 31, 2021 | 42.49% |
| July 31, 2021 | 42.49% |
| June 30, 2021 | 42.49% |
| May 31, 2021 | 42.49% |
| April 30, 2021 | 42.49% |
| March 31, 2021 | 42.49% |
| February 28, 2021 | 42.49% |
| January 31, 2021 | 42.49% |
| December 31, 2020 | 42.49% |
| November 30, 2020 | 42.49% |
| October 31, 2020 | 42.49% |
| September 30, 2020 | 42.49% |
| August 31, 2020 | 42.49% |
| July 31, 2020 | 42.49% |
| Date | Value |
|---|---|
| June 30, 2020 | 42.49% |
| May 31, 2020 | 42.49% |
| April 30, 2020 | 42.49% |
| March 31, 2020 | 42.49% |
| February 29, 2020 | 28.63% |
| January 31, 2020 | 28.63% |
| December 31, 2019 | 28.63% |
| November 30, 2019 | 28.63% |
| October 31, 2019 | 28.63% |
| September 30, 2019 | 28.63% |
| August 31, 2019 | 28.63% |
| July 31, 2019 | 28.63% |
| June 30, 2019 | 28.63% |
| May 31, 2019 | 28.63% |
| April 30, 2019 | 28.63% |
| March 31, 2019 | 28.63% |
| February 28, 2019 | 28.63% |
| January 31, 2019 | 28.63% |
| December 31, 2018 | 28.63% |
| November 30, 2018 | 25.70% |
| October 31, 2018 | 25.70% |
| September 30, 2018 | 25.70% |
| August 31, 2018 | 25.70% |
| July 31, 2018 | 25.70% |
| June 30, 2018 | 25.70% |
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
25.70%
Minimum
Aug 2017
42.49%
Maximum
Mar 2020
34.55%
Average
28.63%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Touchstone Small Company C | 43.31% |
| Fidelity Advisor® Stock Selector Sm Cp C | 38.52% |
| JPMorgan Small Cap Equity C | 41.71% |
| JPMorgan US Small Company C | 43.32% |
| Invesco Small Cap Equity C | 41.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.381 |
| Beta (5Y) | 1.199 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.66% |
| Historical Sharpe Ratio (5Y) | 0.391 |
| Historical Sortino (5Y) | 0.4197 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.51% |