Shelton S&P 500 Index Fund Investor (SPFIX)

72.70 -0.90 (-1.22%) USD  |  Mar 04 2025
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SPFIX Max Drawdown (5Y): 33.83% for Feb. 28, 2025

Max Drawdown (5Y) Chart

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 (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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DWS Equity 500 Index Fund S 33.83%
State Street Equity 500 Index Fund Administrative 33.76%
Transamerica Stock Index R4 33.76%
Rydex S&P 500 Fund H 34.04%
Allspring Index Fund Adm 33.94%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.4859
Beta (5Y) 1.000
Alpha (vs YCharts Benchmark) (5Y) -0.4859
Beta (vs YCharts Benchmark) (5Y) 1.00
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.57%
Historical Sharpe Ratio (5Y) 0.9485
Historical Sortino (5Y) 1.400
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.48%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:SPFIX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:SPFIX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.