Great-West S&P SmallCap 600® Index Instl (MXERX)
6.93
-0.07 (-1.00%)
USD |
May 24 2022
MXERX Max Drawdown (5Y): 44.43% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 44.43% |
March 31, 2022 | 44.43% |
February 28, 2022 | 44.43% |
January 31, 2022 | 44.43% |
December 31, 2021 | 44.43% |
November 30, 2021 | 44.43% |
October 31, 2021 | 44.43% |
September 30, 2021 | 44.43% |
August 31, 2021 | 44.43% |
July 31, 2021 | 44.43% |
June 30, 2021 | 44.43% |
May 31, 2021 | 44.43% |
April 30, 2021 | 44.43% |
March 31, 2021 | 44.43% |
February 28, 2021 | 44.43% |
January 31, 2021 | 44.43% |
December 31, 2020 | 44.43% |
November 30, 2020 | 44.43% |
October 31, 2020 | 44.43% |
September 30, 2020 | 44.43% |
August 31, 2020 | 44.43% |
July 31, 2020 | 44.43% |
June 30, 2020 | 44.43% |
May 31, 2020 | 44.43% |
April 30, 2020 | 44.43% |
Date | Value |
---|---|
March 31, 2020 | 44.43% |
February 29, 2020 | 27.41% |
January 31, 2020 | 27.41% |
December 31, 2019 | 27.41% |
November 30, 2019 | 27.41% |
October 31, 2019 | 27.41% |
September 30, 2019 | 27.41% |
August 31, 2019 | 27.41% |
July 31, 2019 | 27.41% |
June 30, 2019 | 27.41% |
May 31, 2019 | 27.41% |
April 30, 2019 | 27.41% |
March 31, 2019 | 27.41% |
February 28, 2019 | 27.41% |
January 31, 2019 | 27.41% |
December 31, 2018 | 27.41% |
November 30, 2018 | 20.18% |
October 31, 2018 | 20.18% |
September 30, 2018 | 20.18% |
August 31, 2018 | 20.18% |
July 31, 2018 | 20.18% |
June 30, 2018 | 20.18% |
May 31, 2018 | 20.18% |
April 30, 2018 | 20.18% |
March 31, 2018 | 20.18% |
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
20.18%
Minimum
May 2017
44.43%
Maximum
Mar 2020
32.50%
Average
27.41%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.727 |
Beta (5Y) | 1.143 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.04% |
Historical Sharpe Ratio (5Y) | 0.4293 |
Historical Sortino (5Y) | 0.4603 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.40% |