Northern Small Cap Index (NSIDX)
12.29
-0.20 (-1.60%)
USD |
May 24 2022
NSIDX Max Drawdown (5Y): 41.96% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 41.96% |
| March 31, 2022 | 41.96% |
| February 28, 2022 | 41.96% |
| January 31, 2022 | 41.96% |
| December 31, 2021 | 41.96% |
| November 30, 2021 | 41.96% |
| October 31, 2021 | 41.96% |
| September 30, 2021 | 41.96% |
| August 31, 2021 | 41.96% |
| July 31, 2021 | 41.96% |
| June 30, 2021 | 41.96% |
| May 31, 2021 | 41.96% |
| April 30, 2021 | 41.96% |
| March 31, 2021 | 41.96% |
| February 28, 2021 | 41.96% |
| January 31, 2021 | 41.96% |
| December 31, 2020 | 41.96% |
| November 30, 2020 | 41.96% |
| October 31, 2020 | 41.96% |
| September 30, 2020 | 41.96% |
| August 31, 2020 | 41.96% |
| July 31, 2020 | 41.96% |
| June 30, 2020 | 41.96% |
| May 31, 2020 | 41.96% |
| April 30, 2020 | 41.96% |
| Date | Value |
|---|---|
| March 31, 2020 | 41.96% |
| February 29, 2020 | 26.94% |
| January 31, 2020 | 26.94% |
| December 31, 2019 | 26.94% |
| November 30, 2019 | 26.94% |
| October 31, 2019 | 26.94% |
| September 30, 2019 | 26.94% |
| August 31, 2019 | 26.94% |
| July 31, 2019 | 26.94% |
| June 30, 2019 | 26.94% |
| May 31, 2019 | 26.94% |
| April 30, 2019 | 26.94% |
| March 31, 2019 | 26.94% |
| February 28, 2019 | 26.94% |
| January 31, 2019 | 26.94% |
| December 31, 2018 | 26.94% |
| November 30, 2018 | 25.79% |
| October 31, 2018 | 25.79% |
| September 30, 2018 | 25.79% |
| August 31, 2018 | 25.79% |
| July 31, 2018 | 25.79% |
| June 30, 2018 | 25.79% |
| May 31, 2018 | 25.79% |
| April 30, 2018 | 25.79% |
| March 31, 2018 | 25.79% |
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
25.79%
Minimum
May 2017
41.96%
Maximum
Mar 2020
33.09%
Average
26.94%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| VALIC Company I Small Cap Index | 42.05% |
| iShares Russell 2000 Small-Cap Idx Inv A | 41.87% |
| Fidelity® Small Cap Index | 41.72% |
| Schwab Small Cap Index | 41.67% |
| MM Russell 2000® Small Cap Index R5 | 41.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.729 |
| Beta (5Y) | 1.166 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.92% |
| Historical Sharpe Ratio (5Y) | 0.3586 |
| Historical Sortino (5Y) | 0.3908 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.59% |