State Street Equity 500 Index Fund Administrative (STFAX)
442.98
-0.01
(-0.00%)
USD |
May 30 2025
STFAX Max Drawdown (5Y): 24.57% for May 31, 2025
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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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Max Drawdown (5Y) Benchmarks
Transamerica Stock Index R4 | 24.67% |
Rydex S&P 500 Fund H | 25.45% |
Allspring Index Fund Adm | 24.63% |
iShares S&P 500 Index Fund InvP | 24.69% |
NYLI S&P 500 Index Fund Simple | 25.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2443 |
Beta (5Y) | 0.9990 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2443 |
Beta (vs YCharts Benchmark) (5Y) | 0.999 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.30% |
Historical Sharpe Ratio (5Y) | 0.8459 |
Historical Sortino (5Y) | 1.277 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.84% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:STFAX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:STFAX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |