SEI S&P 500 Index I (SIMT) (SPIIX)
77.84
+0.13 (+0.17%)
USD |
Jul 05 2022
SPIIX Max Drawdown (5Y): 33.85% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 33.85% |
| May 31, 2022 | 33.85% |
| April 30, 2022 | 33.85% |
| March 31, 2022 | 33.85% |
| February 28, 2022 | 33.85% |
| January 31, 2022 | 33.85% |
| December 31, 2021 | 33.85% |
| November 30, 2021 | 33.85% |
| October 31, 2021 | 33.85% |
| September 30, 2021 | 33.85% |
| August 31, 2021 | 33.85% |
| July 31, 2021 | 33.85% |
| June 30, 2021 | 33.85% |
| May 31, 2021 | 33.85% |
| April 30, 2021 | 33.85% |
| March 31, 2021 | 33.85% |
| February 28, 2021 | 33.85% |
| January 31, 2021 | 33.85% |
| December 31, 2020 | 33.85% |
| November 30, 2020 | 33.85% |
| October 31, 2020 | 33.85% |
| September 30, 2020 | 33.85% |
| August 31, 2020 | 33.85% |
| July 31, 2020 | 33.85% |
| June 30, 2020 | 33.85% |
| Date | Value |
|---|---|
| May 31, 2020 | 33.85% |
| April 30, 2020 | 33.85% |
| March 31, 2020 | 33.85% |
| February 29, 2020 | 19.51% |
| January 31, 2020 | 19.51% |
| December 31, 2019 | 19.51% |
| November 30, 2019 | 19.51% |
| October 31, 2019 | 19.51% |
| September 30, 2019 | 19.51% |
| August 31, 2019 | 19.51% |
| July 31, 2019 | 19.51% |
| June 30, 2019 | 19.51% |
| May 31, 2019 | 19.51% |
| April 30, 2019 | 19.51% |
| March 31, 2019 | 19.51% |
| February 28, 2019 | 19.51% |
| January 31, 2019 | 19.51% |
| December 31, 2018 | 19.51% |
| November 30, 2018 | 13.26% |
| October 31, 2018 | 13.26% |
| September 30, 2018 | 13.26% |
| August 31, 2018 | 13.26% |
| July 31, 2018 | 13.26% |
| June 30, 2018 | 13.26% |
| May 31, 2018 | 13.26% |
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
13.26%
Minimum
Jul 2017
33.85%
Maximum
Mar 2020
24.43%
Average
19.51%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JNL/Mellon S&P 500 Index I | 33.87% |
| Vanguard 500 Index Admiral | 33.80% |
| TIAA-CREF S&P 500 Index Instl | 33.75% |
| PGIM Quant Solutions Stock Index Z | 33.76% |
| Great-West S&P 500® Index Institutional | 33.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7041 |
| Beta (5Y) | 0.9999 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.98% |
| Historical Sharpe Ratio (5Y) | 0.6209 |
| Historical Sortino (5Y) | 0.6423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.67% |