State Street Equity 500 Index I (SSSWX)

458.06 -2.49 (-0.54%) USD  |  Dec 12 2024
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SSSWX Max Drawdown (5Y): 33.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Victory S&P 500 Index Y 33.79%
Federated Hermes Max-Cap Index Svc 33.84%
Vanguard 500 Index Admiral 33.80%
DFA US Large Company I 33.79%
Vanguard Institutional Index I 33.79%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.2763
Beta (5Y) 0.9993
Alpha (vs YCharts Benchmark) (5Y) -0.2763
Beta (vs YCharts Benchmark) (5Y) 0.9993
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.75%
Historical Sharpe Ratio (5Y) 0.697
Historical Sortino (5Y) 0.7507
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.96%

Max Drawdown (5Y) Excel Add-In Codes

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