Columbia Large Cap Index Fund A (NEIAX)
56.50
-0.03
(-0.05%)
USD |
May 09 2025
NEIAX Max Drawdown (5Y): 24.74% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
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
| ONEFUND S&P 500 No Load | 23.52% |
| Homestead Stock Index Fund | 24.78% |
| Northern Stock Index Fund | 24.54% |
| VALIC Company Stock Index Fund | 24.61% |
| JNL/Mellon S&P 500 Index Fund A | 24.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5109 |
| Beta (5Y) | 1.0000 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5109 |
| Beta (vs YCharts Benchmark) (5Y) | 1.00 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.92% |
| Historical Sharpe Ratio (5Y) | 0.8327 |
| Historical Sortino (5Y) | 1.223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.86% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:NEIAX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:NEIAX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |