PGIM Quant Solutions Small-Cap Val R (TSVRX)
19.30
+0.56 (+2.99%)
USD |
Jun 24 2022
TSVRX Max Drawdown (5Y): 58.91% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 58.91% |
| April 30, 2022 | 58.91% |
| March 31, 2022 | 58.91% |
| February 28, 2022 | 58.91% |
| January 31, 2022 | 58.91% |
| December 31, 2021 | 58.91% |
| November 30, 2021 | 58.91% |
| October 31, 2021 | 58.91% |
| September 30, 2021 | 58.91% |
| August 31, 2021 | 58.91% |
| July 31, 2021 | 58.91% |
| June 30, 2021 | 58.91% |
| May 31, 2021 | 58.91% |
| April 30, 2021 | 58.91% |
| March 31, 2021 | 58.91% |
| February 28, 2021 | 58.91% |
| January 31, 2021 | 58.91% |
| December 31, 2020 | 58.91% |
| November 30, 2020 | 58.91% |
| October 31, 2020 | 58.91% |
| September 30, 2020 | 58.91% |
| August 31, 2020 | 58.91% |
| July 31, 2020 | 58.91% |
| June 30, 2020 | 58.91% |
| May 31, 2020 | 58.91% |
| Date | Value |
|---|---|
| April 30, 2020 | 58.91% |
| March 31, 2020 | 58.91% |
| February 29, 2020 | 28.01% |
| January 31, 2020 | 28.01% |
| December 31, 2019 | 28.01% |
| November 30, 2019 | 28.01% |
| October 31, 2019 | 28.01% |
| September 30, 2019 | 28.01% |
| August 31, 2019 | 28.01% |
| July 31, 2019 | 28.01% |
| June 30, 2019 | 28.01% |
| May 31, 2019 | 28.01% |
| April 30, 2019 | 28.01% |
| March 31, 2019 | 28.01% |
| February 28, 2019 | 28.01% |
| January 31, 2019 | 28.01% |
| December 31, 2018 | 28.01% |
| November 30, 2018 | 23.66% |
| October 31, 2018 | 23.66% |
| September 30, 2018 | 23.66% |
| August 31, 2018 | 23.66% |
| July 31, 2018 | 23.66% |
| June 30, 2018 | 23.66% |
| May 31, 2018 | 23.66% |
| April 30, 2018 | 23.66% |
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
23.66%
Minimum
Jun 2017
58.91%
Maximum
Mar 2020
40.61%
Average
28.01%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.43 |
| Beta (5Y) | 1.399 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.60% |
| Historical Sharpe Ratio (5Y) | 0.3413 |
| Historical Sortino (5Y) | 0.3751 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.96% |