TIAA-CREF Large-Cap Value Idx Retire (TRCVX)
21.35
-0.08 (-0.37%)
USD |
Mar 23 2023
TRCVX Max Drawdown (5Y): 38.15% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 38.15% |
January 31, 2023 | 38.15% |
December 31, 2022 | 38.15% |
November 30, 2022 | 38.15% |
October 31, 2022 | 38.15% |
September 30, 2022 | 38.15% |
August 31, 2022 | 38.15% |
July 31, 2022 | 38.15% |
June 30, 2022 | 38.15% |
May 31, 2022 | 38.15% |
April 30, 2022 | 38.15% |
March 31, 2022 | 38.15% |
February 28, 2022 | 38.15% |
January 31, 2022 | 38.15% |
December 31, 2021 | 38.15% |
November 30, 2021 | 38.15% |
October 31, 2021 | 38.15% |
September 30, 2021 | 38.15% |
August 31, 2021 | 38.15% |
July 31, 2021 | 38.15% |
June 30, 2021 | 38.15% |
May 31, 2021 | 38.15% |
April 30, 2021 | 38.15% |
March 31, 2021 | 38.15% |
February 28, 2021 | 38.15% |
Date | Value |
---|---|
January 31, 2021 | 38.15% |
December 31, 2020 | 38.15% |
November 30, 2020 | 38.15% |
October 31, 2020 | 38.15% |
September 30, 2020 | 38.15% |
August 31, 2020 | 38.15% |
July 31, 2020 | 38.15% |
June 30, 2020 | 38.15% |
May 31, 2020 | 38.15% |
April 30, 2020 | 38.15% |
March 31, 2020 | 38.15% |
February 29, 2020 | 18.51% |
January 31, 2020 | 18.51% |
December 31, 2019 | 18.51% |
November 30, 2019 | 18.51% |
October 31, 2019 | 18.51% |
September 30, 2019 | 18.51% |
August 31, 2019 | 18.51% |
July 31, 2019 | 18.51% |
June 30, 2019 | 18.51% |
May 31, 2019 | 18.51% |
April 30, 2019 | 18.51% |
March 31, 2019 | 18.51% |
February 28, 2019 | 18.51% |
January 31, 2019 | 18.51% |
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
16.16%
Minimum
Mar 2018
38.15%
Maximum
Mar 2020
29.94%
Average
38.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.524 |
Beta (5Y) | 0.9557 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0326 |
Beta (vs YCharts Benchmark) (5Y) | 0.9962 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.42% |
Historical Sharpe Ratio (5Y) | 0.3872 |
Historical Sortino (5Y) | 0.3968 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.09% |