State Street Equity 500 Index Fund Administrative (STFAX)
448.16
-5.05
(-1.11%)
USD |
Jun 13 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% |
| Shelton S&P 500 Index Fund Investor | 24.68% |
| 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. |