MM S&P 500® Index R4 (MIEAX)
18.33
+0.03 (+0.16%)
USD |
Aug 16 2022
MIEAX Max Drawdown (5Y): 33.73% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 33.73% |
| June 30, 2022 | 33.73% |
| May 31, 2022 | 33.73% |
| April 30, 2022 | 33.73% |
| March 31, 2022 | 33.73% |
| February 28, 2022 | 33.73% |
| January 31, 2022 | 33.73% |
| December 31, 2021 | 33.73% |
| November 30, 2021 | 33.73% |
| October 31, 2021 | 33.73% |
| September 30, 2021 | 33.73% |
| August 31, 2021 | 33.73% |
| July 31, 2021 | 33.73% |
| June 30, 2021 | 33.73% |
| May 31, 2021 | 33.73% |
| April 30, 2021 | 33.73% |
| March 31, 2021 | 33.73% |
| February 28, 2021 | 33.73% |
| January 31, 2021 | 33.73% |
| December 31, 2020 | 33.73% |
| November 30, 2020 | 33.73% |
| October 31, 2020 | 33.73% |
| September 30, 2020 | 33.73% |
| August 31, 2020 | 33.73% |
| July 31, 2020 | 33.73% |
| Date | Value |
|---|---|
| June 30, 2020 | 33.73% |
| May 31, 2020 | 33.73% |
| April 30, 2020 | 33.73% |
| March 31, 2020 | 33.73% |
| February 29, 2020 | 19.57% |
| January 31, 2020 | 19.57% |
| December 31, 2019 | 19.57% |
| November 30, 2019 | 19.57% |
| October 31, 2019 | 19.57% |
| September 30, 2019 | 19.57% |
| August 31, 2019 | 19.57% |
| July 31, 2019 | 19.57% |
| June 30, 2019 | 19.57% |
| May 31, 2019 | 19.57% |
| April 30, 2019 | 19.57% |
| March 31, 2019 | 19.57% |
| February 28, 2019 | 19.57% |
| January 31, 2019 | 19.57% |
| December 31, 2018 | 19.57% |
| November 30, 2018 | 13.25% |
| October 31, 2018 | 13.25% |
| September 30, 2018 | 13.25% |
| August 31, 2018 | 13.25% |
| July 31, 2018 | 13.25% |
| June 30, 2018 | 13.25% |
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
13.25%
Minimum
Aug 2017
33.73%
Maximum
Mar 2020
24.73%
Average
19.57%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Nationwide S&P 500 Index R | 33.87% |
| Transamerica Stock Index R | 33.78% |
| State Street Equity 500 Index R | 33.80% |
| Shelton S&P 500 Index K | 33.87% |
| Federated Hermes Max-Cap Index R | 33.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6625 |
| Beta (5Y) | 0.9991 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.10% |
| Historical Sharpe Ratio (5Y) | 0.7067 |
| Historical Sortino (5Y) | 0.7436 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.67% |