Empower S&P 500® Index Investor (MXVIX)
27.75
-0.04 (-0.14%)
USD |
Aug 08 2022
MXVIX Max Drawdown (5Y): 33.82% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 33.82% |
| June 30, 2022 | 33.82% |
| May 31, 2022 | 33.82% |
| April 30, 2022 | 33.82% |
| March 31, 2022 | 33.82% |
| February 28, 2022 | 33.82% |
| January 31, 2022 | 33.82% |
| December 31, 2021 | 33.82% |
| November 30, 2021 | 33.82% |
| October 31, 2021 | 33.82% |
| September 30, 2021 | 33.82% |
| August 31, 2021 | 33.82% |
| July 31, 2021 | 33.82% |
| June 30, 2021 | 33.82% |
| May 31, 2021 | 33.82% |
| April 30, 2021 | 33.82% |
| March 31, 2021 | 33.82% |
| February 28, 2021 | 33.82% |
| January 31, 2021 | 33.82% |
| December 31, 2020 | 33.82% |
| November 30, 2020 | 33.82% |
| October 31, 2020 | 33.82% |
| September 30, 2020 | 33.82% |
| August 31, 2020 | 33.82% |
| July 31, 2020 | 33.82% |
| Date | Value |
|---|---|
| June 30, 2020 | 33.82% |
| May 31, 2020 | 33.82% |
| April 30, 2020 | 33.82% |
| March 31, 2020 | 33.82% |
| February 29, 2020 | 19.49% |
| January 31, 2020 | 19.49% |
| December 31, 2019 | 19.49% |
| November 30, 2019 | 19.49% |
| October 31, 2019 | 19.49% |
| September 30, 2019 | 19.49% |
| August 31, 2019 | 19.49% |
| July 31, 2019 | 19.49% |
| June 30, 2019 | 19.49% |
| May 31, 2019 | 19.49% |
| April 30, 2019 | 19.49% |
| March 31, 2019 | 19.49% |
| February 28, 2019 | 19.49% |
| January 31, 2019 | 19.49% |
| December 31, 2018 | 19.49% |
| November 30, 2018 | 13.28% |
| October 31, 2018 | 13.28% |
| September 30, 2018 | 13.28% |
| August 31, 2018 | 13.28% |
| July 31, 2018 | 13.28% |
| June 30, 2018 | 13.28% |
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
13.28%
Minimum
Aug 2017
33.82%
Maximum
Mar 2020
24.76%
Average
19.49%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Fidelity® SAI US Large Cap Index | 33.87% |
| Rydex S&P 500 H | 34.04% |
| State Street Equity 500 Index K | 33.77% |
| iShares S&P 500 Index Investor P | 33.76% |
| Principal Large Cap S&P 500 Index J | 33.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5653 |
| Beta (5Y) | 1.000 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.12% |
| Historical Sharpe Ratio (5Y) | 0.7123 |
| Historical Sortino (5Y) | 0.7472 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.64% |