SEI S&P 500 Index F (SIMT) (SSPIX)
89.37
-1.19 (-1.31%)
USD |
Jun 18
SSPIX Max Drawdown (5Y): 33.82% for May 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2021 | 33.82% |
| April 30, 2021 | 33.82% |
| March 31, 2021 | 33.82% |
| February 28, 2021 | 33.82% |
| January 31, 2021 | 33.82% |
| December 31, 2020 | 33.82% |
| November 30, 2020 | 33.82% |
| October 31, 2020 | 33.82% |
| September 30, 2020 | 33.82% |
| August 31, 2020 | 33.82% |
| July 31, 2020 | 33.82% |
| June 30, 2020 | 33.82% |
| May 31, 2020 | 33.82% |
| April 30, 2020 | 33.82% |
| March 31, 2020 | 33.82% |
| February 29, 2020 | 19.42% |
| January 31, 2020 | 19.42% |
| December 31, 2019 | 19.42% |
| November 30, 2019 | 19.42% |
| October 31, 2019 | 19.42% |
| September 30, 2019 | 19.42% |
| August 31, 2019 | 19.42% |
| July 31, 2019 | 19.42% |
| June 30, 2019 | 19.42% |
| May 31, 2019 | 19.42% |
| Date | Value |
|---|---|
| April 30, 2019 | 19.42% |
| March 31, 2019 | 19.42% |
| February 28, 2019 | 19.42% |
| January 31, 2019 | 19.42% |
| December 31, 2018 | 19.42% |
| November 30, 2018 | 13.16% |
| October 31, 2018 | 13.16% |
| September 30, 2018 | 13.16% |
| August 31, 2018 | 13.16% |
| July 31, 2018 | 13.16% |
| June 30, 2018 | 13.16% |
| May 31, 2018 | 13.16% |
| April 30, 2018 | 13.16% |
| March 31, 2018 | 13.16% |
| February 28, 2018 | 13.16% |
| January 31, 2018 | 13.16% |
| December 31, 2017 | 13.16% |
| November 30, 2017 | 13.16% |
| October 31, 2017 | 13.16% |
| September 30, 2017 | 13.16% |
| August 31, 2017 | 13.16% |
| July 31, 2017 | 13.16% |
| June 30, 2017 | 13.16% |
| May 31, 2017 | 13.16% |
| April 30, 2017 | 13.16% |
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
13.16%
Minimum
Oct 2016
33.82%
Maximum
Mar 2020
20.44%
Average
19.42%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan Equity Index I | 33.73% |
| DWS Equity 500 Index Inst | 33.83% |
| Victory S&P 500 Index Y | 33.79% |
| Principal Large Cap S&P 500 Index Inst | 33.77% |
| PGIM QMA Stock Index Z | 33.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3453 |
| Beta (5Y) | 1.000 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.47% |
| Historical Sharpe Ratio (5Y) | 1.033 |
| Historical Sortino (5Y) | 0.9304 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.36% |