T. Rowe Price Value I (TRPIX)
41.29
+1.01 (+2.51%)
USD |
Jun 24 2022
TRPIX Max Drawdown (5Y): 38.64% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 38.64% |
| April 30, 2022 | 38.64% |
| March 31, 2022 | 38.64% |
| February 28, 2022 | 38.64% |
| January 31, 2022 | 38.64% |
| December 31, 2021 | 38.64% |
| November 30, 2021 | 38.64% |
| October 31, 2021 | 38.64% |
| September 30, 2021 | 38.64% |
| August 31, 2021 | 38.64% |
| July 31, 2021 | 38.64% |
| June 30, 2021 | 38.64% |
| May 31, 2021 | 38.64% |
| April 30, 2021 | 38.64% |
| March 31, 2021 | 38.64% |
| February 28, 2021 | 38.64% |
| January 31, 2021 | 38.64% |
| December 31, 2020 | 38.64% |
| November 30, 2020 | 38.64% |
| October 31, 2020 | 38.64% |
| September 30, 2020 | 38.64% |
| August 31, 2020 | 38.64% |
| July 31, 2020 | 38.64% |
| June 30, 2020 | 38.64% |
| May 31, 2020 | 38.64% |
| Date | Value |
|---|---|
| April 30, 2020 | 38.64% |
| March 31, 2020 | 38.64% |
| February 29, 2020 | 19.50% |
| January 31, 2020 | 19.50% |
| December 31, 2019 | 19.50% |
| November 30, 2019 | 19.50% |
| October 31, 2019 | 19.50% |
| September 30, 2019 | 19.50% |
| August 31, 2019 | 19.50% |
| July 31, 2019 | 19.50% |
| June 30, 2019 | 19.50% |
| May 31, 2019 | 19.50% |
| April 30, 2019 | 19.50% |
| March 31, 2019 | 19.50% |
| February 28, 2019 | 19.50% |
| January 31, 2019 | 19.50% |
| December 31, 2018 | 19.50% |
| November 30, 2018 | 17.06% |
| October 31, 2018 | 17.06% |
| September 30, 2018 | 17.06% |
| August 31, 2018 | 17.06% |
| July 31, 2018 | 17.06% |
| June 30, 2018 | 17.06% |
| May 31, 2018 | 17.06% |
| April 30, 2018 | 17.06% |
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
17.06%
Minimum
Jun 2017
38.64%
Maximum
Mar 2020
27.38%
Average
19.50%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JNL/T. Rowe Price Value I | 38.68% |
| Bridge Builder Large Cap Value | 38.48% |
| Transamerica Large Cap Value I2 | 42.38% |
| T. Rowe Price Lrg Cp Va I | 39.85% |
| Vanguard Windsor™ II Admiral™ | 37.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.611 |
| Beta (5Y) | 0.9419 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.32% |
| Historical Sharpe Ratio (5Y) | 0.6294 |
| Historical Sortino (5Y) | 0.5946 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.14% |