Russell Inv Equity Income S (RLISX)
29.18
-0.27 (-0.92%)
USD |
Aug 19 2022
RLISX Max Drawdown (5Y): 36.89% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 36.89% |
| June 30, 2022 | 36.89% |
| May 31, 2022 | 36.89% |
| April 30, 2022 | 36.89% |
| March 31, 2022 | 36.89% |
| February 28, 2022 | 36.89% |
| January 31, 2022 | 36.89% |
| December 31, 2021 | 36.89% |
| November 30, 2021 | 36.89% |
| October 31, 2021 | 36.89% |
| September 30, 2021 | 36.89% |
| August 31, 2021 | 36.89% |
| July 31, 2021 | 36.89% |
| June 30, 2021 | 36.89% |
| May 31, 2021 | 36.89% |
| April 30, 2021 | 36.89% |
| March 31, 2021 | 36.89% |
| February 28, 2021 | 36.89% |
| January 31, 2021 | 36.89% |
| December 31, 2020 | 36.89% |
| November 30, 2020 | 36.89% |
| October 31, 2020 | 36.89% |
| September 30, 2020 | 36.89% |
| August 31, 2020 | 36.89% |
| July 31, 2020 | 36.89% |
| Date | Value |
|---|---|
| June 30, 2020 | 36.89% |
| May 31, 2020 | 36.89% |
| April 30, 2020 | 36.89% |
| March 31, 2020 | 36.89% |
| February 29, 2020 | 19.18% |
| January 31, 2020 | 19.18% |
| December 31, 2019 | 19.18% |
| November 30, 2019 | 19.18% |
| October 31, 2019 | 19.18% |
| September 30, 2019 | 19.18% |
| August 31, 2019 | 19.18% |
| July 31, 2019 | 19.18% |
| June 30, 2019 | 19.18% |
| May 31, 2019 | 19.18% |
| April 30, 2019 | 19.18% |
| March 31, 2019 | 19.18% |
| February 28, 2019 | 19.18% |
| January 31, 2019 | 19.18% |
| December 31, 2018 | 19.18% |
| November 30, 2018 | 15.75% |
| October 31, 2018 | 15.75% |
| September 30, 2018 | 15.75% |
| August 31, 2018 | 15.75% |
| July 31, 2018 | 15.75% |
| June 30, 2018 | 15.75% |
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
15.75%
Minimum
Aug 2017
36.89%
Maximum
Mar 2020
26.82%
Average
19.18%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| VY® Invesco Growth and Income S | 41.77% |
| Voya Russell Large Cap Value Idx Port S | 35.70% |
| MassMutual Fundamental Value Svc | 41.36% |
| ProFunds Large Cap Value Svc | 37.32% |
| SA US Value Select | 41.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.616 |
| Beta (5Y) | 0.9664 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.48% |
| Historical Sharpe Ratio (5Y) | 0.6205 |
| Historical Sortino (5Y) | 0.6126 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.92% |