SEI Inst Inv Large Cap Index Fund A (LCIAX)
186.84
-1.45
(-0.77%)
USD |
May 06 2025
LCIAX Max Drawdown (5Y): 25.09% for April 30, 2025
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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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Max Drawdown (5Y) Benchmarks
| iShares S&P 500 Index Fund Investor A | 24.69% |
| SEI Inst Inv S&P 500 Index Fund A | 24.56% |
| Northern Stock Index Fund | 24.54% |
| VALIC Company Stock Index Fund | 24.61% |
| BNY Mellon S&P 500 Index Fund | 24.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4823 |
| Beta (5Y) | 1.018 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4823 |
| Beta (vs YCharts Benchmark) (5Y) | 1.018 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.27% |
| Historical Sharpe Ratio (5Y) | 0.8311 |
| Historical Sortino (5Y) | 1.236 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.11% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:LCIAX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:LCIAX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |