USAA Science & Technology (USSCX)
18.97
+0.13 (+0.69%)
USD |
May 23 2022
USSCX Max Drawdown (5Y): 41.43% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 41.43% |
March 31, 2022 | 38.92% |
February 28, 2022 | 35.16% |
January 31, 2022 | 35.16% |
December 31, 2021 | 35.16% |
November 30, 2021 | 35.16% |
October 31, 2021 | 35.16% |
September 30, 2021 | 35.16% |
August 31, 2021 | 35.16% |
July 31, 2021 | 35.16% |
June 30, 2021 | 35.16% |
May 31, 2021 | 35.16% |
April 30, 2021 | 35.16% |
March 31, 2021 | 35.16% |
February 28, 2021 | 35.16% |
January 31, 2021 | 35.16% |
December 31, 2020 | 35.16% |
November 30, 2020 | 35.16% |
October 31, 2020 | 35.16% |
September 30, 2020 | 35.16% |
August 31, 2020 | 35.16% |
July 31, 2020 | 35.16% |
June 30, 2020 | 35.16% |
May 31, 2020 | 35.16% |
April 30, 2020 | 35.16% |
Date | Value |
---|---|
March 31, 2020 | 35.16% |
February 29, 2020 | 23.25% |
January 31, 2020 | 23.25% |
December 31, 2019 | 23.25% |
November 30, 2019 | 23.25% |
October 31, 2019 | 23.25% |
September 30, 2019 | 23.25% |
August 31, 2019 | 23.25% |
July 31, 2019 | 23.25% |
June 30, 2019 | 23.25% |
May 31, 2019 | 23.25% |
April 30, 2019 | 23.25% |
March 31, 2019 | 23.25% |
February 28, 2019 | 23.25% |
January 31, 2019 | 23.25% |
December 31, 2018 | 23.25% |
November 30, 2018 | 18.08% |
October 31, 2018 | 18.08% |
September 30, 2018 | 18.08% |
August 31, 2018 | 18.08% |
July 31, 2018 | 18.08% |
June 30, 2018 | 18.08% |
May 31, 2018 | 18.08% |
April 30, 2018 | 18.08% |
March 31, 2018 | 18.08% |
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
18.08%
Minimum
May 2017
41.43%
Maximum
Apr 2022
26.94%
Average
23.25%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.989 |
Beta (5Y) | 1.245 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.34% |
Historical Sharpe Ratio (5Y) | 0.4872 |
Historical Sortino (5Y) | 0.6459 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.82% |