Allspring Large Company Value Admin (WWIDX)
12.24
+0.04 (+0.33%)
USD |
May 16 2022
WWIDX Max Drawdown (5Y): 37.12% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 37.12% |
| March 31, 2022 | 37.12% |
| February 28, 2022 | 37.12% |
| January 31, 2022 | 37.12% |
| December 31, 2021 | 37.12% |
| November 30, 2021 | 37.12% |
| October 31, 2021 | 37.12% |
| September 30, 2021 | 37.12% |
| August 31, 2021 | 37.12% |
| July 31, 2021 | 37.12% |
| June 30, 2021 | 37.12% |
| May 31, 2021 | 37.12% |
| April 30, 2021 | 37.12% |
| March 31, 2021 | 37.12% |
| February 28, 2021 | 37.12% |
| January 31, 2021 | 37.12% |
| December 31, 2020 | 37.12% |
| November 30, 2020 | 37.12% |
| October 31, 2020 | 37.12% |
| September 30, 2020 | 37.12% |
| August 31, 2020 | 37.12% |
| July 31, 2020 | 37.12% |
| June 30, 2020 | 37.12% |
| May 31, 2020 | 37.12% |
| April 30, 2020 | 37.12% |
| Date | Value |
|---|---|
| March 31, 2020 | 37.12% |
| February 29, 2020 | 20.59% |
| January 31, 2020 | 20.59% |
| December 31, 2019 | 20.59% |
| November 30, 2019 | 20.59% |
| October 31, 2019 | 20.59% |
| September 30, 2019 | 20.59% |
| August 31, 2019 | 20.59% |
| July 31, 2019 | 20.59% |
| June 30, 2019 | 20.59% |
| May 31, 2019 | 20.59% |
| April 30, 2019 | 20.59% |
| March 31, 2019 | 20.59% |
| February 28, 2019 | 20.59% |
| January 31, 2019 | 20.59% |
| December 31, 2018 | 20.59% |
| November 30, 2018 | 20.59% |
| October 31, 2018 | 20.59% |
| September 30, 2018 | 20.59% |
| August 31, 2018 | 20.59% |
| July 31, 2018 | 20.59% |
| June 30, 2018 | 20.59% |
| May 31, 2018 | 20.59% |
| April 30, 2018 | 20.59% |
| March 31, 2018 | 20.59% |
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
20.59%
Minimum
May 2017
37.12%
Maximum
Mar 2020
27.76%
Average
20.59%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Fidelity® Flex Large Cap Value II | -- |
| T. Rowe Price QM US Value Equity | 40.70% |
| SA US Value Investor | 42.00% |
| Hartford Quality Value F | 36.39% |
| Columbia Disciplined Value V | 37.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.014 |
| Beta (5Y) | 0.9609 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.89% |
| Historical Sharpe Ratio (5Y) | 0.5966 |
| Historical Sortino (5Y) | 0.5672 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.24% |