Victory S&P 500 Index Fund A (MUXAX)
24.18
+0.04
(+0.17%)
USD |
Apr 30 2025
MUXAX Max Drawdown (5Y): 24.84% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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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
| DWS S&P 500 Index Fund A | 24.82% |
| PGIM Quant Solutions Large-Cap Index Fund A | 24.79% |
| Nationwide S&P 500 Index Fund A | 24.81% |
| State Street Equity 500 Index Fund A | 24.75% |
| Rydex S&P 500 Fund A | 25.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5824 |
| Beta (5Y) | 0.9989 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5824 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9989 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.90% |
| Historical Sharpe Ratio (5Y) | 0.828 |
| Historical Sortino (5Y) | 1.215 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.87% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:MUXAX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:MUXAX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |