iShares MSCI Total Intl Idx Inv A (BDOAX)
8.85
+0.03 (+0.34%)
USD |
Aug 11 2022
BDOAX Max Drawdown (5Y): 35.54% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 35.54% |
| June 30, 2022 | 35.54% |
| May 31, 2022 | 35.54% |
| April 30, 2022 | 35.54% |
| March 31, 2022 | 35.54% |
| February 28, 2022 | 35.54% |
| January 31, 2022 | 35.54% |
| December 31, 2021 | 35.54% |
| November 30, 2021 | 35.54% |
| October 31, 2021 | 35.54% |
| September 30, 2021 | 35.54% |
| August 31, 2021 | 35.54% |
| July 31, 2021 | 35.54% |
| June 30, 2021 | 35.54% |
| May 31, 2021 | 35.54% |
| April 30, 2021 | 35.54% |
| March 31, 2021 | 35.54% |
| February 28, 2021 | 35.54% |
| January 31, 2021 | 35.54% |
| December 31, 2020 | 35.54% |
| November 30, 2020 | 35.54% |
| October 31, 2020 | 35.54% |
| September 30, 2020 | 35.54% |
| August 31, 2020 | 35.54% |
| July 31, 2020 | 35.54% |
| Date | Value |
|---|---|
| June 30, 2020 | 35.54% |
| May 31, 2020 | 35.54% |
| April 30, 2020 | 35.54% |
| March 31, 2020 | 35.54% |
| February 29, 2020 | 26.22% |
| January 31, 2020 | 26.22% |
| December 31, 2019 | 26.22% |
| November 30, 2019 | 26.22% |
| October 31, 2019 | 26.22% |
| September 30, 2019 | 26.22% |
| August 31, 2019 | 26.22% |
| July 31, 2019 | 26.22% |
| June 30, 2019 | 26.22% |
| May 31, 2019 | 26.22% |
| April 30, 2019 | 26.22% |
| March 31, 2019 | 26.22% |
| February 28, 2019 | 26.22% |
| January 31, 2019 | 26.22% |
| December 31, 2018 | 26.22% |
| November 30, 2018 | 26.22% |
| October 31, 2018 | 26.22% |
| September 30, 2018 | 26.22% |
| August 31, 2018 | 26.22% |
| July 31, 2018 | 26.22% |
| June 30, 2018 | 26.22% |
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
26.22%
Minimum
Aug 2017
35.54%
Maximum
Mar 2020
30.72%
Average
26.22%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Fidelity® Global ex US Index | 34.76% |
| Praxis International Index I | 35.25% |
| Fidelity® Series Global ex US Index | 34.72% |
| Fidelity® Flex International Index | 34.84% |
| Fidelity® International Index | 33.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3525 |
| Beta (5Y) | 0.9986 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.69% |
| Historical Sharpe Ratio (5Y) | 0.1321 |
| Historical Sortino (5Y) | 0.1479 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.23% |