T. Rowe Price Blue Chip Growth R (RRBGX)
110.51
+1.87 (+1.72%)
USD |
Mar 31 2023
RRBGX Max Drawdown (5Y): 43.84% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2023 | 43.84% |
| February 28, 2023 | 43.84% |
| January 31, 2023 | 43.84% |
| December 31, 2022 | 43.84% |
| November 30, 2022 | 43.84% |
| October 31, 2022 | 42.77% |
| September 30, 2022 | 40.80% |
| August 31, 2022 | 40.12% |
| July 31, 2022 | 40.12% |
| June 30, 2022 | 40.12% |
| May 31, 2022 | 37.09% |
| April 30, 2022 | 30.83% |
| March 31, 2022 | 30.83% |
| February 28, 2022 | 30.83% |
| January 31, 2022 | 30.83% |
| December 31, 2021 | 30.83% |
| November 30, 2021 | 30.83% |
| October 31, 2021 | 30.83% |
| September 30, 2021 | 30.83% |
| August 31, 2021 | 30.83% |
| July 31, 2021 | 30.83% |
| June 30, 2021 | 30.83% |
| May 31, 2021 | 30.83% |
| April 30, 2021 | 30.83% |
| March 31, 2021 | 30.83% |
| Date | Value |
|---|---|
| February 28, 2021 | 30.83% |
| January 31, 2021 | 30.83% |
| December 31, 2020 | 30.83% |
| November 30, 2020 | 30.83% |
| October 31, 2020 | 30.83% |
| September 30, 2020 | 30.83% |
| August 31, 2020 | 30.83% |
| July 31, 2020 | 30.83% |
| June 30, 2020 | 30.83% |
| May 31, 2020 | 30.83% |
| April 30, 2020 | 30.83% |
| March 31, 2020 | 30.83% |
| February 29, 2020 | 20.85% |
| January 31, 2020 | 20.85% |
| December 31, 2019 | 20.85% |
| November 30, 2019 | 20.85% |
| October 31, 2019 | 20.85% |
| September 30, 2019 | 20.85% |
| August 31, 2019 | 20.85% |
| July 31, 2019 | 20.85% |
| June 30, 2019 | 20.85% |
| May 31, 2019 | 20.85% |
| April 30, 2019 | 20.85% |
| March 31, 2019 | 20.85% |
| February 28, 2019 | 20.85% |
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
18.31%
Minimum
Apr 2018
43.84%
Maximum
Nov 2022
28.68%
Average
30.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| TIAA-CREF Large-Cap Gr Idx Retire | 32.82% |
| Putnam Growth Opportunities R6 | 34.02% |
| MFS Growth R4 | 36.09% |
| MainStay Winslow Large Cap Growth R1 | 39.48% |
| T. Rowe Price Growth Stock R | 46.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.198 |
| Beta (5Y) | 1.075 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.855 |
| Beta (vs YCharts Benchmark) (5Y) | 1.010 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.31% |
| Historical Sharpe Ratio (5Y) | 0.3372 |
| Historical Sortino (5Y) | 0.4508 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.15% |