Transamerica Stock Index R4 (TSTFX)
14.27
-0.12 (-0.83%)
USD |
May 24 2022
TSTFX Max Drawdown (5Y): 33.76% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 33.76% |
| March 31, 2022 | 33.76% |
| February 28, 2022 | 33.76% |
| January 31, 2022 | 33.76% |
| December 31, 2021 | 33.76% |
| November 30, 2021 | 33.76% |
| October 31, 2021 | 33.76% |
| September 30, 2021 | 33.76% |
| August 31, 2021 | 33.76% |
| July 31, 2021 | 33.76% |
| June 30, 2021 | 33.76% |
| May 31, 2021 | 33.76% |
| April 30, 2021 | 33.76% |
| March 31, 2021 | 33.76% |
| February 28, 2021 | 33.76% |
| January 31, 2021 | 33.76% |
| December 31, 2020 | 33.76% |
| November 30, 2020 | 33.76% |
| October 31, 2020 | 33.76% |
| September 30, 2020 | 33.76% |
| August 31, 2020 | 33.76% |
| July 31, 2020 | 33.76% |
| June 30, 2020 | 33.76% |
| May 31, 2020 | 33.76% |
| April 30, 2020 | 33.76% |
| Date | Value |
|---|---|
| March 31, 2020 | 33.76% |
| February 29, 2020 | 19.44% |
| January 31, 2020 | 19.44% |
| December 31, 2019 | 19.44% |
| November 30, 2019 | 19.44% |
| October 31, 2019 | 19.44% |
| September 30, 2019 | 19.44% |
| August 31, 2019 | 19.44% |
| July 31, 2019 | 19.44% |
| June 30, 2019 | 19.44% |
| May 31, 2019 | 19.44% |
| April 30, 2019 | 19.44% |
| March 31, 2019 | 19.44% |
| February 28, 2019 | 19.44% |
| January 31, 2019 | 19.44% |
| December 31, 2018 | 19.44% |
| November 30, 2018 | 13.15% |
| October 31, 2018 | 13.15% |
| September 30, 2018 | 13.15% |
| August 31, 2018 | 13.15% |
| July 31, 2018 | 13.15% |
| June 30, 2018 | 13.15% |
| May 31, 2018 | 13.15% |
| April 30, 2018 | 13.15% |
| March 31, 2018 | 13.15% |
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
13.15%
Minimum
May 2017
33.76%
Maximum
Mar 2020
23.65%
Average
19.44%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Shelton S&P 500 Index Direct | 33.83% |
| State Street Equity 500 Index Adm | 33.76% |
| State Street Equity 500 Index II | 33.75% |
| Schwab® S&P 500 Index | 33.80% |
| iShares S&P 500 Index Investor P | 33.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3028 |
| Beta (5Y) | 0.9978 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.21% |
| Historical Sharpe Ratio (5Y) | 0.8023 |
| Historical Sortino (5Y) | 0.7924 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.37% |