Principal SmallCap S&P 600 Index R5 (PSSPX)
26.58
+0.25 (+0.95%)
USD |
Jul 01 2022
PSSPX Max Drawdown (5Y): 44.64% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 44.64% |
May 31, 2022 | 44.64% |
April 30, 2022 | 44.64% |
March 31, 2022 | 44.64% |
February 28, 2022 | 44.64% |
January 31, 2022 | 44.64% |
December 31, 2021 | 44.64% |
November 30, 2021 | 44.64% |
October 31, 2021 | 44.64% |
September 30, 2021 | 44.64% |
August 31, 2021 | 44.64% |
July 31, 2021 | 44.64% |
June 30, 2021 | 44.64% |
May 31, 2021 | 44.64% |
April 30, 2021 | 44.64% |
March 31, 2021 | 44.64% |
February 28, 2021 | 44.64% |
January 31, 2021 | 44.64% |
December 31, 2020 | 44.64% |
November 30, 2020 | 44.64% |
October 31, 2020 | 44.64% |
September 30, 2020 | 44.64% |
August 31, 2020 | 44.64% |
July 31, 2020 | 44.64% |
June 30, 2020 | 44.64% |
Date | Value |
---|---|
May 31, 2020 | 44.64% |
April 30, 2020 | 44.64% |
March 31, 2020 | 44.64% |
February 29, 2020 | 27.40% |
January 31, 2020 | 27.40% |
December 31, 2019 | 27.40% |
November 30, 2019 | 27.40% |
October 31, 2019 | 27.40% |
September 30, 2019 | 27.40% |
August 31, 2019 | 27.40% |
July 31, 2019 | 27.40% |
June 30, 2019 | 27.40% |
May 31, 2019 | 27.40% |
April 30, 2019 | 27.40% |
March 31, 2019 | 27.40% |
February 28, 2019 | 27.40% |
January 31, 2019 | 27.40% |
December 31, 2018 | 27.40% |
November 30, 2018 | 20.34% |
October 31, 2018 | 20.34% |
September 30, 2018 | 20.34% |
August 31, 2018 | 20.34% |
July 31, 2018 | 20.34% |
June 30, 2018 | 20.34% |
May 31, 2018 | 20.34% |
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
20.34%
Minimum
Jul 2017
44.64%
Maximum
Mar 2020
33.44%
Average
27.40%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.972 |
Beta (5Y) | 1.134 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.38% |
Historical Sharpe Ratio (5Y) | 0.3424 |
Historical Sortino (5Y) | 0.3744 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.69% |