State Street Equity 500 Index II (SSEYX)
349.39
+3.65 (+1.06%)
USD |
Jul 01 2022
SSEYX Max Drawdown (5Y): 33.75% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 33.75% |
| May 31, 2022 | 33.75% |
| April 30, 2022 | 33.75% |
| March 31, 2022 | 33.75% |
| February 28, 2022 | 33.75% |
| January 31, 2022 | 33.75% |
| December 31, 2021 | 33.75% |
| November 30, 2021 | 33.75% |
| October 31, 2021 | 33.75% |
| September 30, 2021 | 33.75% |
| August 31, 2021 | 33.75% |
| July 31, 2021 | 33.75% |
| June 30, 2021 | 33.75% |
| May 31, 2021 | 33.75% |
| April 30, 2021 | 33.75% |
| March 31, 2021 | 33.75% |
| February 28, 2021 | 33.75% |
| January 31, 2021 | 33.75% |
| December 31, 2020 | 33.75% |
| November 30, 2020 | 33.75% |
| October 31, 2020 | 33.75% |
| September 30, 2020 | 33.75% |
| August 31, 2020 | 33.75% |
| July 31, 2020 | 33.75% |
| June 30, 2020 | 33.75% |
| Date | Value |
|---|---|
| May 31, 2020 | 33.75% |
| April 30, 2020 | 33.75% |
| March 31, 2020 | 33.75% |
| February 29, 2020 | 19.36% |
| January 31, 2020 | 19.36% |
| December 31, 2019 | 19.36% |
| November 30, 2019 | 19.36% |
| October 31, 2019 | 19.36% |
| September 30, 2019 | 19.36% |
| August 31, 2019 | 19.36% |
| July 31, 2019 | 19.36% |
| June 30, 2019 | 19.36% |
| May 31, 2019 | 19.36% |
| April 30, 2019 | 19.36% |
| March 31, 2019 | 19.36% |
| February 28, 2019 | 19.36% |
| January 31, 2019 | 19.36% |
| December 31, 2018 | 19.36% |
| November 30, 2018 | 12.98% |
| October 31, 2018 | 12.98% |
| September 30, 2018 | 12.98% |
| August 31, 2018 | 12.98% |
| July 31, 2018 | 12.98% |
| June 30, 2018 | 12.98% |
| May 31, 2018 | 12.98% |
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
12.98%
Minimum
Jul 2017
33.75%
Maximum
Mar 2020
24.27%
Average
19.36%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Allspring Index | -- |
| iShares S&P 500 Index G | 33.74% |
| MainStay S&P 500 Index Simple | 33.81% |
| Fidelity® 500 Index | 33.79% |
| State Street Equity 500 Index Adm | 33.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0726 |
| Beta (5Y) | 0.9994 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.95% |
| Historical Sharpe Ratio (5Y) | 0.657 |
| Historical Sortino (5Y) | 0.6784 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.61% |