TIAA-CREF Large-Cap Value Idx W (THCWX)
21.09
+0.16 (+0.76%)
USD |
Mar 24 2023
THCWX Max Drawdown (5Y): 38.14% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 38.14% |
January 31, 2023 | 38.14% |
December 31, 2022 | 38.14% |
November 30, 2022 | 38.14% |
October 31, 2022 | 38.14% |
September 30, 2022 | 38.14% |
August 31, 2022 | 38.14% |
July 31, 2022 | 38.14% |
June 30, 2022 | 38.14% |
May 31, 2022 | 38.14% |
April 30, 2022 | 38.14% |
March 31, 2022 | 38.14% |
February 28, 2022 | 38.14% |
January 31, 2022 | 38.14% |
December 31, 2021 | 38.14% |
November 30, 2021 | 38.14% |
October 31, 2021 | 38.14% |
September 30, 2021 | 38.14% |
August 31, 2021 | 38.14% |
July 31, 2021 | 38.14% |
June 30, 2021 | 38.14% |
May 31, 2021 | 38.14% |
April 30, 2021 | 38.14% |
March 31, 2021 | 38.14% |
February 28, 2021 | 38.14% |
Date | Value |
---|---|
January 31, 2021 | 38.14% |
December 31, 2020 | 38.14% |
November 30, 2020 | 38.14% |
October 31, 2020 | 38.14% |
September 30, 2020 | 38.14% |
August 31, 2020 | 38.14% |
July 31, 2020 | 38.14% |
June 30, 2020 | 38.14% |
May 31, 2020 | 38.14% |
April 30, 2020 | 38.14% |
March 31, 2020 | 38.14% |
February 29, 2020 | 18.36% |
January 31, 2020 | 18.36% |
December 31, 2019 | 18.36% |
November 30, 2019 | 18.36% |
October 31, 2019 | 18.36% |
September 30, 2019 | 18.36% |
August 31, 2019 | 18.36% |
July 31, 2019 | 18.36% |
June 30, 2019 | 18.36% |
May 31, 2019 | 18.36% |
April 30, 2019 | 18.36% |
March 31, 2019 | 18.36% |
February 28, 2019 | 18.36% |
January 31, 2019 | 18.36% |
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
16.01%
Minimum
Mar 2018
38.14%
Maximum
Mar 2020
29.88%
Average
38.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.240 |
Beta (5Y) | 0.9571 |
Alpha (vs YCharts Benchmark) (5Y) | 0.255 |
Beta (vs YCharts Benchmark) (5Y) | 0.9977 |
Historical Sortino (5Y) | 0.3636 |