TIAA-CREF Mid-Cap Value Retail (TCMVX)
15.77
+0.20 (+1.28%)
USD |
Jul 01 2022
TCMVX Max Drawdown (5Y): 45.01% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 45.01% |
| May 31, 2022 | 45.01% |
| April 30, 2022 | 45.01% |
| March 31, 2022 | 45.01% |
| February 28, 2022 | 45.01% |
| January 31, 2022 | 45.01% |
| December 31, 2021 | 45.01% |
| November 30, 2021 | 45.01% |
| October 31, 2021 | 45.01% |
| September 30, 2021 | 45.01% |
| August 31, 2021 | 45.01% |
| July 31, 2021 | 45.01% |
| June 30, 2021 | 45.01% |
| May 31, 2021 | 45.01% |
| April 30, 2021 | 45.01% |
| March 31, 2021 | 45.01% |
| February 28, 2021 | 45.01% |
| January 31, 2021 | 45.01% |
| December 31, 2020 | 45.01% |
| November 30, 2020 | 45.01% |
| October 31, 2020 | 45.01% |
| September 30, 2020 | 45.01% |
| August 31, 2020 | 45.01% |
| July 31, 2020 | 45.01% |
| June 30, 2020 | 45.01% |
| Date | Value |
|---|---|
| May 31, 2020 | 45.01% |
| April 30, 2020 | 45.01% |
| March 31, 2020 | 45.01% |
| February 29, 2020 | 23.11% |
| January 31, 2020 | 23.11% |
| December 31, 2019 | 23.11% |
| November 30, 2019 | 23.11% |
| October 31, 2019 | 23.11% |
| September 30, 2019 | 23.11% |
| August 31, 2019 | 23.11% |
| July 31, 2019 | 23.11% |
| June 30, 2019 | 23.11% |
| May 31, 2019 | 23.11% |
| April 30, 2019 | 23.11% |
| March 31, 2019 | 23.11% |
| February 28, 2019 | 23.11% |
| January 31, 2019 | 23.11% |
| December 31, 2018 | 23.11% |
| November 30, 2018 | 21.59% |
| October 31, 2018 | 21.59% |
| September 30, 2018 | 21.59% |
| August 31, 2018 | 21.59% |
| July 31, 2018 | 21.59% |
| June 30, 2018 | 21.59% |
| May 31, 2018 | 21.59% |
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
21.59%
Minimum
Jul 2017
45.01%
Maximum
Mar 2020
32.90%
Average
23.11%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| American Beacon Mid-Cap Value Adv | 52.36% |
| Artisan Mid Cap Value Advisor | 44.42% |
| Reinhart Mid Cap PMV Adv | 44.46% |
| Franklin Mutual U.S. Mid Cap Value Adv | 43.65% |
| VY® JPMorgan Mid Cap Value A | 43.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.031 |
| Beta (5Y) | 1.077 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.73% |
| Historical Sharpe Ratio (5Y) | 0.243 |
| Historical Sortino (5Y) | 0.2308 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.00% |