Allspring Disciplined US Core Admin (EVSYX)
21.33
+0.43 (+2.06%)
USD |
Aug 10 2022
EVSYX Max Drawdown (5Y): 33.04% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 33.04% |
| June 30, 2022 | 33.04% |
| May 31, 2022 | 33.04% |
| April 30, 2022 | 33.04% |
| March 31, 2022 | 33.04% |
| February 28, 2022 | 33.04% |
| January 31, 2022 | 33.04% |
| December 31, 2021 | 33.04% |
| November 30, 2021 | 33.04% |
| October 31, 2021 | 33.04% |
| September 30, 2021 | 33.04% |
| August 31, 2021 | 33.04% |
| July 31, 2021 | 33.04% |
| June 30, 2021 | 33.04% |
| May 31, 2021 | 33.04% |
| April 30, 2021 | 33.04% |
| March 31, 2021 | 33.04% |
| February 28, 2021 | 33.04% |
| January 31, 2021 | 33.04% |
| December 31, 2020 | 33.04% |
| November 30, 2020 | 33.04% |
| October 31, 2020 | 33.04% |
| September 30, 2020 | 33.04% |
| August 31, 2020 | 33.04% |
| July 31, 2020 | 33.04% |
| Date | Value |
|---|---|
| June 30, 2020 | 33.04% |
| May 31, 2020 | 33.04% |
| April 30, 2020 | 33.04% |
| March 31, 2020 | 33.04% |
| February 29, 2020 | 19.89% |
| January 31, 2020 | 19.89% |
| December 31, 2019 | 19.89% |
| November 30, 2019 | 19.89% |
| October 31, 2019 | 19.89% |
| September 30, 2019 | 19.89% |
| August 31, 2019 | 19.89% |
| July 31, 2019 | 19.89% |
| June 30, 2019 | 19.89% |
| May 31, 2019 | 19.89% |
| April 30, 2019 | 19.89% |
| March 31, 2019 | 19.89% |
| February 28, 2019 | 19.89% |
| January 31, 2019 | 19.89% |
| December 31, 2018 | 19.89% |
| November 30, 2018 | 11.96% |
| October 31, 2018 | 11.96% |
| September 30, 2018 | 11.96% |
| August 31, 2018 | 11.96% |
| July 31, 2018 | 11.96% |
| June 30, 2018 | 11.96% |
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
11.96%
Minimum
Aug 2017
33.04%
Maximum
Mar 2020
24.13%
Average
19.89%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| TIAA-CREF Equity Index Premier | 34.93% |
| Rydex S&P 500 H | 34.04% |
| Crossmark Steward ValFcs LrgCp EnhIdxA | 37.47% |
| TIAA-CREF S&P 500 Index W | 33.75% |
| Avantis® U.S. Equity G | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.261 |
| Beta (5Y) | 0.9935 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.95% |
| Historical Sharpe Ratio (5Y) | 0.6745 |
| Historical Sortino (5Y) | 0.7279 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.32% |