Empower Lifetime 2015 Fund Service (MXLZX)

13.48 -0.03 (-0.22%) USD  |  Dec 13 2024
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MXLZX Max Drawdown (5Y): 19.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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GuideStone MyDestination 2015 Fund Inv 17.83%
Empower Lifetime 2020 Fund Investor 20.86%
MoA Clear Passage 2015 Fund 15.99%
Fidelity Freedom 2015 Fund 20.42%
Schwab Target 2015 Fund 19.73%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.155
Beta (5Y) 0.5121
Alpha (vs YCharts Benchmark) (5Y) -4.155
Beta (vs YCharts Benchmark) (5Y) 0.5121
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.21%
Historical Sharpe Ratio (5Y) 0.263
Historical Sortino (5Y) 0.2841
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.26%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MXLZX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MXLZX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.