PIMCO RAE Worldwide Long/Short PLUS C (PWLEX)
7.86
-0.01 (-0.13%)
USD |
Aug 10 2022
PWLEX Max Drawdown (5Y): 27.05% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 27.05% |
June 30, 2022 | 27.05% |
May 31, 2022 | 27.05% |
April 30, 2022 | 27.05% |
March 31, 2022 | 27.05% |
February 28, 2022 | 27.05% |
January 31, 2022 | 27.05% |
December 31, 2021 | 27.05% |
November 30, 2021 | 27.05% |
October 31, 2021 | 27.05% |
September 30, 2021 | 27.05% |
August 31, 2021 | 27.05% |
July 31, 2021 | 27.05% |
June 30, 2021 | 27.05% |
May 31, 2021 | 27.05% |
April 30, 2021 | 27.05% |
March 31, 2021 | 27.05% |
February 28, 2021 | 27.05% |
January 31, 2021 | 27.05% |
December 31, 2020 | 27.05% |
November 30, 2020 | 27.05% |
October 31, 2020 | 27.05% |
September 30, 2020 | 27.05% |
August 31, 2020 | 27.05% |
July 31, 2020 | 27.05% |
Date | Value |
---|---|
June 30, 2020 | 27.05% |
May 31, 2020 | 27.05% |
April 30, 2020 | 27.05% |
March 31, 2020 | 27.05% |
February 29, 2020 | 14.83% |
January 31, 2020 | 14.83% |
December 31, 2019 | 14.83% |
November 30, 2019 | 14.83% |
October 31, 2019 | 14.83% |
September 30, 2019 | 14.83% |
August 31, 2019 | 14.83% |
July 31, 2019 | 14.83% |
June 30, 2019 | 14.83% |
May 31, 2019 | 14.83% |
April 30, 2019 | 14.83% |
March 31, 2019 | 14.83% |
February 28, 2019 | 14.83% |
January 31, 2019 | 14.83% |
December 31, 2018 | 14.83% |
November 30, 2018 | 14.83% |
October 31, 2018 | 14.83% |
September 30, 2018 | 14.83% |
August 31, 2018 | 14.83% |
July 31, 2018 | 14.83% |
June 30, 2018 | 14.83% |
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
14.83%
Minimum
Aug 2017
27.05%
Maximum
Mar 2020
20.74%
Average
14.83%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Navigator Equity Hedged C | 28.59% |
Salient Tactical Growth C | 10.96% |
Probabilities C | 32.81% |
Clough Global Long/Short C | 29.74% |
AB Select US Long/Short C | 18.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.086 |
Beta (5Y) | 0.3809 |
Historical Sortino (5Y) | 0.1288 |