DWS S&P 500 Index Fund R6 (SXPRX)

55.07 +0.35 (+0.64%) USD  |  Jan 09 2026
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SXPRX Max Drawdown (5Y): 24.64% for Dec. 31, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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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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Shelton S&P 500 Index Fund K 24.97%
Principal LargeCap S&P 500 Index Fund R-3 24.91%
MM S&P 500 Index Fund R3 25.03%
Transamerica Stock Index R 24.81%
Nationwide S&P 500 Index Fund R 25.04%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.2750
Beta (5Y) 1.000
Alpha (vs YCharts Benchmark) (5Y) -0.275
Beta (vs YCharts Benchmark) (5Y) 1.000
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.80%
Historical Sharpe Ratio (5Y) 0.7384
Historical Sortino (5Y) 1.057
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.84%

Max Drawdown (5Y) Excel Add-In Codes

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