FlexShares US Quality Large Cap Index Fund (QLC)
85.79
+0.94
(+1.10%)
USD |
BATS |
Apr 30, 16:00
QLC Max Drawdown (5Y) : 24.55% for April 30, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Wahed FTSE USA Shariah ETF | 23.18% |
| HCM Defender 500 Index ETF | 29.38% |
| Schwab US Large-Cap ETF | 25.40% |
| State Street SPDR Prft S&P 1500 Comp Stk Mkt ETF | 24.15% |
| Invesco S&P 500 Quality ETF | 25.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8617 |
| Beta (5Y) | 0.9951 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.8617 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9951 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.03% |
| Historical Sharpe Ratio (5Y) | 0.6975 |
| Historical Sortino (5Y) | 1.046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.01% |