Crossmark Steward ValFcs LrgCp EnhIdxA (SEEKX)
42.17
+0.07 (+0.17%)
USD |
Aug 16 2022
SEEKX Max Drawdown (5Y): 37.47% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 37.47% |
| June 30, 2022 | 37.47% |
| May 31, 2022 | 37.47% |
| April 30, 2022 | 37.47% |
| March 31, 2022 | 37.47% |
| February 28, 2022 | 37.47% |
| January 31, 2022 | 37.47% |
| December 31, 2021 | 37.47% |
| November 30, 2021 | 37.47% |
| October 31, 2021 | 37.47% |
| September 30, 2021 | 37.47% |
| August 31, 2021 | 37.47% |
| July 31, 2021 | 37.47% |
| June 30, 2021 | 37.47% |
| May 31, 2021 | 37.47% |
| April 30, 2021 | 37.47% |
| March 31, 2021 | 37.47% |
| February 28, 2021 | 37.47% |
| January 31, 2021 | 37.47% |
| December 31, 2020 | 37.47% |
| November 30, 2020 | 37.47% |
| October 31, 2020 | 37.47% |
| September 30, 2020 | 37.47% |
| August 31, 2020 | 37.47% |
| July 31, 2020 | 37.47% |
| Date | Value |
|---|---|
| June 30, 2020 | 37.47% |
| May 31, 2020 | 37.47% |
| April 30, 2020 | 37.47% |
| March 31, 2020 | 37.47% |
| February 29, 2020 | 20.19% |
| January 31, 2020 | 20.19% |
| December 31, 2019 | 20.19% |
| November 30, 2019 | 20.19% |
| October 31, 2019 | 20.19% |
| September 30, 2019 | 20.19% |
| August 31, 2019 | 20.19% |
| July 31, 2019 | 20.19% |
| June 30, 2019 | 20.19% |
| May 31, 2019 | 20.19% |
| April 30, 2019 | 20.19% |
| March 31, 2019 | 20.19% |
| February 28, 2019 | 20.19% |
| January 31, 2019 | 20.19% |
| December 31, 2018 | 20.19% |
| November 30, 2018 | 16.87% |
| October 31, 2018 | 16.87% |
| September 30, 2018 | 16.87% |
| August 31, 2018 | 16.87% |
| July 31, 2018 | 16.87% |
| June 30, 2018 | 16.87% |
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
16.87%
Minimum
Aug 2017
37.47%
Maximum
Mar 2020
27.66%
Average
20.19%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| TIAA-CREF Equity Index Premier | 34.93% |
| TIAA-CREF Social Choice Eq Premier | 34.88% |
| MassMutual Main Street Adm | 34.24% |
| Rydex S&P 500 H | 34.04% |
| Allspring Disciplined US Core Admin | 33.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.934 |
| Beta (5Y) | 1.060 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.58% |
| Historical Sharpe Ratio (5Y) | 0.5857 |
| Historical Sortino (5Y) | 0.5977 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.90% |