VALIC Company I Small Cap Index (VCSLX)
12.82
+0.14 (+1.10%)
USD |
Mar 27 2023
VCSLX Max Drawdown (5Y): 42.05% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 42.05% |
January 31, 2023 | 42.05% |
December 31, 2022 | 42.05% |
November 30, 2022 | 42.05% |
October 31, 2022 | 42.05% |
September 30, 2022 | 42.05% |
August 31, 2022 | 42.05% |
July 31, 2022 | 42.05% |
June 30, 2022 | 42.05% |
May 31, 2022 | 42.05% |
April 30, 2022 | 42.05% |
March 31, 2022 | 42.05% |
February 28, 2022 | 42.05% |
January 31, 2022 | 42.05% |
December 31, 2021 | 42.05% |
November 30, 2021 | 42.05% |
October 31, 2021 | 42.05% |
September 30, 2021 | 42.05% |
August 31, 2021 | 42.05% |
July 31, 2021 | 42.05% |
June 30, 2021 | 42.05% |
May 31, 2021 | 42.05% |
April 30, 2021 | 42.05% |
March 31, 2021 | 42.05% |
February 28, 2021 | 42.05% |
Date | Value |
---|---|
January 31, 2021 | 42.05% |
December 31, 2020 | 42.05% |
November 30, 2020 | 42.05% |
October 31, 2020 | 42.05% |
September 30, 2020 | 42.05% |
August 31, 2020 | 42.05% |
July 31, 2020 | 42.05% |
June 30, 2020 | 42.05% |
May 31, 2020 | 42.05% |
April 30, 2020 | 42.05% |
March 31, 2020 | 42.05% |
February 29, 2020 | 26.96% |
January 31, 2020 | 26.96% |
December 31, 2019 | 26.96% |
November 30, 2019 | 26.96% |
October 31, 2019 | 26.96% |
September 30, 2019 | 26.96% |
August 31, 2019 | 26.96% |
July 31, 2019 | 26.96% |
June 30, 2019 | 26.96% |
May 31, 2019 | 26.96% |
April 30, 2019 | 26.96% |
March 31, 2019 | 26.96% |
February 28, 2019 | 26.96% |
January 31, 2019 | 26.96% |
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
25.71%
Minimum
Mar 2018
42.05%
Maximum
Mar 2020
35.83%
Average
42.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Northern Small Cap Index | 41.96% |
Fidelity® Small Cap Index | 41.72% |
iShares Russell 2000 Small-Cap Idx Inv A | 41.87% |
Vanguard Russell 2000 Index I | 41.69% |
ProFunds Small Cap Inv | 43.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.460 |
Beta (5Y) | 1.152 |
Alpha (vs YCharts Benchmark) (5Y) | -1.069 |
Beta (vs YCharts Benchmark) (5Y) | 0.9993 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.75% |
Historical Sharpe Ratio (5Y) | 0.2868 |
Historical Sortino (5Y) | 0.3424 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.72% |