Mine have been fine at -3 C (27 F). When it got below -4 C (25 F), they received unrecoverable damage. My peruvian (Blue Mac) didn't survive, and I was able to salvage the rest with cuttings.
The one that seems unaffected by cold (and appeared to grow over last winter while under a clear plastic tent) is my Zeller. It's definitely cold-hardy.