SAMXX Max Drawdown (Since Inception) Analysis

State Street Instl US Govt MMkt Inv (SAMXX)

1.00 0.00 (0.00%) USD | Dec 12 2024

Max Drawdown (Since Inception) Chart

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (Since Inception) Range, Past 5 Years

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Max Drawdown (Since Inception) Benchmarks

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Dreyfus Government Cash Mgmt Inv	Upgrade
JPMorgan US Government MMkt Investor	Upgrade
Morgan Stanley Instl Lqudty Govt Inv	Upgrade
Invesco Shrt-Trm Inv Gov&Agcy Priv Inv	Upgrade
Rydex US Government Money Mkt MMkt	Upgrade

Max Drawdown (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (Since Inception)	Upgrade
Alpha (vs YCharts Benchmark) (Since Inception)	Upgrade
Beta (vs YCharts Benchmark) (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Historical Sortino (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade