T. Rowe Price Value (TRVLX)
42.23
-1.24 (-2.85%)
USD |
May 18 2022
TRVLX Max Drawdown (5Y): 38.65% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 38.65% |
| March 31, 2022 | 38.65% |
| February 28, 2022 | 38.65% |
| January 31, 2022 | 38.65% |
| December 31, 2021 | 38.65% |
| November 30, 2021 | 38.65% |
| October 31, 2021 | 38.65% |
| September 30, 2021 | 38.65% |
| August 31, 2021 | 38.65% |
| July 31, 2021 | 38.65% |
| June 30, 2021 | 38.65% |
| May 31, 2021 | 38.65% |
| April 30, 2021 | 38.65% |
| March 31, 2021 | 38.65% |
| February 28, 2021 | 38.65% |
| January 31, 2021 | 38.65% |
| December 31, 2020 | 38.65% |
| November 30, 2020 | 38.65% |
| October 31, 2020 | 38.65% |
| September 30, 2020 | 38.65% |
| August 31, 2020 | 38.65% |
| July 31, 2020 | 38.65% |
| June 30, 2020 | 38.65% |
| May 31, 2020 | 38.65% |
| April 30, 2020 | 38.65% |
| Date | Value |
|---|---|
| March 31, 2020 | 38.65% |
| February 29, 2020 | 19.61% |
| January 31, 2020 | 19.61% |
| December 31, 2019 | 19.61% |
| November 30, 2019 | 19.61% |
| October 31, 2019 | 19.61% |
| September 30, 2019 | 19.61% |
| August 31, 2019 | 19.61% |
| July 31, 2019 | 19.61% |
| June 30, 2019 | 19.61% |
| May 31, 2019 | 19.61% |
| April 30, 2019 | 19.61% |
| March 31, 2019 | 19.61% |
| February 28, 2019 | 19.61% |
| January 31, 2019 | 19.61% |
| December 31, 2018 | 19.61% |
| November 30, 2018 | 17.12% |
| October 31, 2018 | 17.12% |
| September 30, 2018 | 17.12% |
| August 31, 2018 | 17.12% |
| July 31, 2018 | 17.12% |
| June 30, 2018 | 17.12% |
| May 31, 2018 | 17.12% |
| April 30, 2018 | 17.12% |
| March 31, 2018 | 17.12% |
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
17.12%
Minimum
May 2017
38.65%
Maximum
Mar 2020
27.07%
Average
19.61%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JNL/T. Rowe Price Value A | 38.69% |
| Fidelity® Large Cap Stock | 37.11% |
| Thrivent Large Cap Value S | 38.82% |
| Fidelity® Value Discovery | 37.74% |
| Fidelity® Dividend Growth | 41.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.986 |
| Beta (5Y) | 0.942 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.02% |
| Historical Sharpe Ratio (5Y) | 0.6334 |
| Historical Sortino (5Y) | 0.5813 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.67% |