VALIC Company Stock Index Fund (VSTIX)
55.83
-0.12
(-0.21%)
USD |
Mar 20 2025
VSTIX Max Drawdown (5Y): 33.84% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
| iShares S&P 500 Index Fund Investor A | 33.76% |
| SEI Inst Inv S&P 500 Index Fund A | 33.82% |
| Northern Stock Index Fund | 33.82% |
| BNY Mellon S&P 500 Index Fund | 33.85% |
| JNL/Mellon S&P 500 Index Fund A | 33.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3756 |
| Beta (5Y) | 1.001 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3756 |
| Beta (vs YCharts Benchmark) (5Y) | 1.001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.59% |
| Historical Sharpe Ratio (5Y) | 0.9557 |
| Historical Sortino (5Y) | 1.412 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.39% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:VSTIX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:VSTIX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |