TIAA-CREF International Eq Idx W (TCIWX)
18.88
+0.51 (+2.78%)
USD |
Jun 24 2022
TCIWX Max Drawdown (5Y): 33.54% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 33.54% |
| April 30, 2022 | 33.54% |
| March 31, 2022 | 33.54% |
| February 28, 2022 | 33.54% |
| January 31, 2022 | 33.54% |
| December 31, 2021 | 33.54% |
| November 30, 2021 | 33.54% |
| October 31, 2021 | 33.54% |
| September 30, 2021 | 33.54% |
| August 31, 2021 | 33.54% |
| July 31, 2021 | 33.54% |
| June 30, 2021 | 33.54% |
| May 31, 2021 | 33.54% |
| April 30, 2021 | 33.54% |
| March 31, 2021 | 33.54% |
| February 28, 2021 | 33.54% |
| January 31, 2021 | 33.54% |
| December 31, 2020 | 33.54% |
| November 30, 2020 | 33.54% |
| October 31, 2020 | 33.54% |
| September 30, 2020 | 33.54% |
| August 31, 2020 | 33.54% |
| July 31, 2020 | 33.54% |
| June 30, 2020 | 33.54% |
| May 31, 2020 | 33.54% |
| Date | Value |
|---|---|
| April 30, 2020 | 33.54% |
| March 31, 2020 | 33.54% |
| February 29, 2020 | 22.74% |
| January 31, 2020 | 22.74% |
| December 31, 2019 | 22.74% |
| November 30, 2019 | 22.74% |
| October 31, 2019 | 22.74% |
| September 30, 2019 | 22.74% |
| August 31, 2019 | 22.74% |
| July 31, 2019 | 22.74% |
| June 30, 2019 | 22.74% |
| May 31, 2019 | 22.74% |
| April 30, 2019 | 22.74% |
| March 31, 2019 | 22.74% |
| February 28, 2019 | 22.74% |
| January 31, 2019 | 22.74% |
| December 31, 2018 | 22.74% |
| November 30, 2018 | 22.74% |
| October 31, 2018 | 22.74% |
| September 30, 2018 | 22.74% |
| August 31, 2018 | 22.74% |
| July 31, 2018 | 22.74% |
| June 30, 2018 | 22.74% |
| May 31, 2018 | 22.74% |
| April 30, 2018 | 22.74% |
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
22.74%
Minimum
Sep 2017
33.54%
Maximum
Mar 2020
27.69%
Average
22.75%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0115 |
| Beta (5Y) | 0.9876 |
| Historical Sortino (5Y) | 0.2516 |