MM S&P 500® Index R5 (MIEZX)
17.51
-0.14 (-0.79%)
USD |
May 24 2022
MIEZX Max Drawdown (5Y): 33.71% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 33.71% |
| March 31, 2022 | 33.71% |
| February 28, 2022 | 33.71% |
| January 31, 2022 | 33.71% |
| December 31, 2021 | 33.71% |
| November 30, 2021 | 33.71% |
| October 31, 2021 | 33.71% |
| September 30, 2021 | 33.71% |
| August 31, 2021 | 33.71% |
| July 31, 2021 | 33.71% |
| June 30, 2021 | 33.71% |
| May 31, 2021 | 33.71% |
| April 30, 2021 | 33.71% |
| March 31, 2021 | 33.71% |
| February 28, 2021 | 33.71% |
| January 31, 2021 | 33.71% |
| December 31, 2020 | 33.71% |
| November 30, 2020 | 33.71% |
| October 31, 2020 | 33.71% |
| September 30, 2020 | 33.71% |
| August 31, 2020 | 33.71% |
| July 31, 2020 | 33.71% |
| June 30, 2020 | 33.71% |
| May 31, 2020 | 33.71% |
| April 30, 2020 | 33.71% |
| Date | Value |
|---|---|
| March 31, 2020 | 33.71% |
| February 29, 2020 | 19.46% |
| January 31, 2020 | 19.46% |
| December 31, 2019 | 19.46% |
| November 30, 2019 | 19.46% |
| October 31, 2019 | 19.46% |
| September 30, 2019 | 19.46% |
| August 31, 2019 | 19.46% |
| July 31, 2019 | 19.46% |
| June 30, 2019 | 19.46% |
| May 31, 2019 | 19.46% |
| April 30, 2019 | 19.46% |
| March 31, 2019 | 19.46% |
| February 28, 2019 | 19.46% |
| January 31, 2019 | 19.46% |
| December 31, 2018 | 19.46% |
| November 30, 2018 | 13.12% |
| October 31, 2018 | 13.12% |
| September 30, 2018 | 13.12% |
| August 31, 2018 | 13.12% |
| July 31, 2018 | 13.12% |
| June 30, 2018 | 13.12% |
| May 31, 2018 | 13.12% |
| April 30, 2018 | 13.12% |
| March 31, 2018 | 13.12% |
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
13.12%
Minimum
May 2017
33.71%
Maximum
Mar 2020
23.63%
Average
19.46%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Nationwide S&P 500 Index R | 33.87% |
| Transamerica Stock Index R | 33.78% |
| Federated Hermes Max-Cap Index R | 33.84% |
| State Street Equity 500 Index R | 33.80% |
| Principal Large Cap S&P 500 Index R4 | 33.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2098 |
| Beta (5Y) | 0.9999 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.20% |
| Historical Sharpe Ratio (5Y) | 0.8101 |
| Historical Sortino (5Y) | 0.7991 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.40% |