USAA 500 Index Member (USSPX)
50.90
-0.50 (-0.97%)
USD |
May 24 2022
USSPX Max Drawdown (5Y): 33.64% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 33.64% |
March 31, 2022 | 33.64% |
February 28, 2022 | 33.64% |
January 31, 2022 | 33.64% |
December 31, 2021 | 33.64% |
November 30, 2021 | 33.64% |
October 31, 2021 | 33.64% |
September 30, 2021 | 33.64% |
August 31, 2021 | 33.64% |
July 31, 2021 | 33.64% |
June 30, 2021 | 33.64% |
May 31, 2021 | 33.64% |
April 30, 2021 | 33.64% |
March 31, 2021 | 33.64% |
February 28, 2021 | 33.64% |
January 31, 2021 | 33.64% |
December 31, 2020 | 33.64% |
November 30, 2020 | 33.64% |
October 31, 2020 | 33.64% |
September 30, 2020 | 33.64% |
August 31, 2020 | 33.64% |
July 31, 2020 | 33.64% |
June 30, 2020 | 33.64% |
May 31, 2020 | 33.64% |
April 30, 2020 | 33.64% |
Date | Value |
---|---|
March 31, 2020 | 33.64% |
February 29, 2020 | 19.42% |
January 31, 2020 | 19.42% |
December 31, 2019 | 19.42% |
November 30, 2019 | 19.42% |
October 31, 2019 | 19.42% |
September 30, 2019 | 19.42% |
August 31, 2019 | 19.42% |
July 31, 2019 | 19.42% |
June 30, 2019 | 19.42% |
May 31, 2019 | 19.42% |
April 30, 2019 | 19.42% |
March 31, 2019 | 19.42% |
February 28, 2019 | 19.42% |
January 31, 2019 | 19.42% |
December 31, 2018 | 19.42% |
November 30, 2018 | 13.06% |
October 31, 2018 | 13.06% |
September 30, 2018 | 13.06% |
August 31, 2018 | 13.06% |
July 31, 2018 | 13.06% |
June 30, 2018 | 13.06% |
May 31, 2018 | 13.06% |
April 30, 2018 | 13.06% |
March 31, 2018 | 13.06% |
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
13.06%
Minimum
May 2017
33.64%
Maximum
Mar 2020
23.57%
Average
19.42%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Schwab 1000 Index® | 34.58% |
MainStay S&P 500 Index Inv | 33.80% |
Vanguard 500 Index Investor | 33.81% |
Vanguard Growth & Income Inv | 34.33% |
Vanguard Total Stock Mkt Idx Inv | 34.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1215 |
Beta (5Y) | 1.008 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.36% |
Historical Sharpe Ratio (5Y) | 0.815 |
Historical Sortino (5Y) | 0.8152 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.46% |