Rydex S&P 500 A (RYSOX)
61.04
-0.35 (-0.57%)
USD |
May 19 2022
RYSOX Max Drawdown (5Y): 34.05% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 34.05% |
| March 31, 2022 | 34.05% |
| February 28, 2022 | 34.05% |
| January 31, 2022 | 34.05% |
| December 31, 2021 | 34.05% |
| November 30, 2021 | 34.05% |
| October 31, 2021 | 34.05% |
| September 30, 2021 | 34.05% |
| August 31, 2021 | 34.05% |
| July 31, 2021 | 34.05% |
| June 30, 2021 | 34.05% |
| May 31, 2021 | 34.05% |
| April 30, 2021 | 34.05% |
| March 31, 2021 | 34.05% |
| February 28, 2021 | 34.05% |
| January 31, 2021 | 34.05% |
| December 31, 2020 | 34.05% |
| November 30, 2020 | 34.05% |
| October 31, 2020 | 34.05% |
| September 30, 2020 | 34.05% |
| August 31, 2020 | 34.05% |
| July 31, 2020 | 34.05% |
| June 30, 2020 | 34.05% |
| May 31, 2020 | 34.05% |
| April 30, 2020 | 34.05% |
| Date | Value |
|---|---|
| March 31, 2020 | 34.05% |
| February 29, 2020 | 19.79% |
| January 31, 2020 | 19.79% |
| December 31, 2019 | 19.79% |
| November 30, 2019 | 19.79% |
| October 31, 2019 | 19.79% |
| September 30, 2019 | 19.79% |
| August 31, 2019 | 19.79% |
| July 31, 2019 | 19.79% |
| June 30, 2019 | 19.79% |
| May 31, 2019 | 19.79% |
| April 30, 2019 | 19.79% |
| March 31, 2019 | 19.79% |
| February 28, 2019 | 19.79% |
| January 31, 2019 | 19.79% |
| December 31, 2018 | 19.79% |
| November 30, 2018 | 13.88% |
| October 31, 2018 | 13.88% |
| September 30, 2018 | 13.88% |
| August 31, 2018 | 13.88% |
| July 31, 2018 | 13.88% |
| June 30, 2018 | 13.88% |
| May 31, 2018 | 13.88% |
| April 30, 2018 | 13.88% |
| March 31, 2018 | 13.88% |
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
13.88%
Minimum
May 2017
34.05%
Maximum
Mar 2020
24.10%
Average
19.79%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MM S&P 500® Index A | 33.75% |
| Victory S&P 500 Index A | 33.80% |
| State Street Equity 500 Index A | 33.77% |
| PGIM Quant Solutions Stock Index A | 33.79% |
| Allspring Index A | 33.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.916 |
| Beta (5Y) | 0.9987 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.23% |
| Historical Sharpe Ratio (5Y) | 0.7077 |
| Historical Sortino (5Y) | 0.6978 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.52% |