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% |