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 |