Shelton S&P 500 Index Fund Investor (SPFIX)
83.95
+0.09
(+0.11%)
USD |
Dec 04 2025
SPFIX Max Drawdown (5Y): 24.68% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| State Street Equity 500 Index Fund Administrative | 24.57% |
| Transamerica Stock Index R4 | 24.67% |
| Allspring Index Fund Adm | 24.63% |
| Rydex S&P 500 Fund H | 25.45% |
| NYLI S&P 500 Index Fund Simple | 25.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4325 |
| Beta (5Y) | 0.9989 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4325 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9989 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.96% |
| Historical Sharpe Ratio (5Y) | 0.7803 |
| Historical Sortino (5Y) | 1.128 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.85% |
Max Drawdown (5Y) Excel Add-In Codes
| 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. |