Empower S&P 500® Index Institutional (MXKWX)
8.71
+0.18 (+2.11%)
USD |
Aug 10 2022
MXKWX Max Drawdown (5Y): 33.86% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 33.86% |
| June 30, 2022 | 33.86% |
| May 31, 2022 | 33.86% |
| April 30, 2022 | 33.86% |
| March 31, 2022 | 33.86% |
| February 28, 2022 | 33.86% |
| January 31, 2022 | 33.86% |
| December 31, 2021 | 33.86% |
| November 30, 2021 | 33.86% |
| October 31, 2021 | 33.86% |
| September 30, 2021 | 33.86% |
| August 31, 2021 | 33.86% |
| July 31, 2021 | 33.86% |
| June 30, 2021 | 33.86% |
| May 31, 2021 | 33.86% |
| April 30, 2021 | 33.86% |
| March 31, 2021 | 33.86% |
| February 28, 2021 | 33.86% |
| January 31, 2021 | 33.86% |
| December 31, 2020 | 33.86% |
| November 30, 2020 | 33.86% |
| October 31, 2020 | 33.86% |
| September 30, 2020 | 33.86% |
| August 31, 2020 | 33.86% |
| July 31, 2020 | 33.86% |
| Date | Value |
|---|---|
| June 30, 2020 | 33.86% |
| May 31, 2020 | 33.86% |
| April 30, 2020 | 33.86% |
| March 31, 2020 | 33.86% |
| February 29, 2020 | 19.41% |
| January 31, 2020 | 19.41% |
| December 31, 2019 | 19.41% |
| November 30, 2019 | 19.41% |
| October 31, 2019 | 19.41% |
| September 30, 2019 | 19.41% |
| August 31, 2019 | 19.41% |
| July 31, 2019 | 19.41% |
| June 30, 2019 | 19.41% |
| May 31, 2019 | 19.41% |
| April 30, 2019 | 19.41% |
| March 31, 2019 | 19.41% |
| February 28, 2019 | 19.41% |
| January 31, 2019 | 19.41% |
| December 31, 2018 | 19.41% |
| November 30, 2018 | 13.08% |
| October 31, 2018 | 13.08% |
| September 30, 2018 | 13.08% |
| August 31, 2018 | 13.08% |
| July 31, 2018 | 13.08% |
| June 30, 2018 | 13.08% |
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
13.08%
Minimum
Aug 2017
33.86%
Maximum
Mar 2020
24.70%
Average
19.41%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1623 |
| Beta (5Y) | 1.001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.13% |
| Historical Sharpe Ratio (5Y) | 0.7349 |
| Historical Sortino (5Y) | 0.7702 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.64% |