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% |