TIAA-CREF Large-Cap Value Idx W (THCWX)
22.27
-0.13 (-0.58%)
USD |
May 19 2022
THCWX Max Drawdown (5Y): 38.14% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
December 31, 2018 | 18.36% |
November 30, 2018 | 16.01% |
October 31, 2018 | 16.01% |
September 30, 2018 | 16.01% |
August 31, 2018 | 16.01% |
July 31, 2018 | 16.01% |
June 30, 2018 | 16.01% |
May 31, 2018 | 16.01% |
April 30, 2018 | 16.01% |
March 31, 2018 | 16.01% |
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
May 2017
38.14%
Maximum
Mar 2020
26.19%
Average
18.36%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.137 |
Beta (5Y) | 0.9621 |
Historical Sortino (5Y) | 0.3763 |