TIAA-CREF S&P 500 Index Retire (TRSPX)
41.72
-0.03 (-0.07%)
USD |
Jun 29 2022
TRSPX Max Drawdown (5Y): 33.77% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 33.77% |
| April 30, 2022 | 33.77% |
| March 31, 2022 | 33.77% |
| February 28, 2022 | 33.77% |
| January 31, 2022 | 33.77% |
| December 31, 2021 | 33.77% |
| November 30, 2021 | 33.77% |
| October 31, 2021 | 33.77% |
| September 30, 2021 | 33.77% |
| August 31, 2021 | 33.77% |
| July 31, 2021 | 33.77% |
| June 30, 2021 | 33.77% |
| May 31, 2021 | 33.77% |
| April 30, 2021 | 33.77% |
| March 31, 2021 | 33.77% |
| February 28, 2021 | 33.77% |
| January 31, 2021 | 33.77% |
| December 31, 2020 | 33.77% |
| November 30, 2020 | 33.77% |
| October 31, 2020 | 33.77% |
| September 30, 2020 | 33.77% |
| August 31, 2020 | 33.77% |
| July 31, 2020 | 33.77% |
| June 30, 2020 | 33.77% |
| May 31, 2020 | 33.77% |
| Date | Value |
|---|---|
| April 30, 2020 | 33.77% |
| March 31, 2020 | 33.77% |
| February 29, 2020 | 19.41% |
| January 31, 2020 | 19.41% |
| December 31, 2019 | 19.41% |
| November 30, 2019 | 19.41% |
| October 31, 2019 | 19.41% |
| September 30, 2019 | 19.41% |
| August 31, 2019 | 19.41% |
| July 31, 2019 | 19.41% |
| June 30, 2019 | 19.41% |
| May 31, 2019 | 19.41% |
| April 30, 2019 | 19.41% |
| March 31, 2019 | 19.41% |
| February 28, 2019 | 19.41% |
| January 31, 2019 | 19.41% |
| December 31, 2018 | 19.41% |
| November 30, 2018 | 13.09% |
| October 31, 2018 | 13.09% |
| September 30, 2018 | 13.09% |
| August 31, 2018 | 13.09% |
| July 31, 2018 | 13.09% |
| June 30, 2018 | 13.09% |
| May 31, 2018 | 13.09% |
| April 30, 2018 | 13.09% |
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
13.09%
Minimum
Jul 2017
33.77%
Maximum
Mar 2020
24.16%
Average
19.41%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan Equity Index R6 | 33.73% |
| Victory S&P 500 Index R | 33.83% |
| Principal Large Cap S&P 500 Index R3 | 33.80% |
| PGIM Quant Solutions Stock Index R6 | 33.75% |
| DWS Equity 500 Index R6 | 33.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3237 |
| Beta (5Y) | 0.9985 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.74% |
| Historical Sharpe Ratio (5Y) | 0.7625 |
| Historical Sortino (5Y) | 0.7735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.27% |