FlexShares US Quality Large Cap Index Fund (QLC)

80.99 -0.60 (-0.74%) USD  |  BATS  |  Dec 31, 16:00
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QLC Max Drawdown (5Y): 24.55% for Dec. 31, 2025

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) 0.6188
Beta (5Y) 0.9990
Alpha (vs YCharts Benchmark) (5Y) 0.6188
Beta (vs YCharts Benchmark) (5Y) 0.999
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.76%
Historical Sharpe Ratio (5Y) 0.7999
Historical Sortino (5Y) 1.161
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.89%