iShares MSCI EAFE Intl Idx Inv P (BTMPX)
12.90
+0.35 (+2.79%)
USD |
Jun 24 2022
BTMPX Max Drawdown (5Y): 34.38% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 34.38% |
| April 30, 2022 | 34.38% |
| March 31, 2022 | 34.38% |
| February 28, 2022 | 34.38% |
| January 31, 2022 | 34.38% |
| December 31, 2021 | 34.38% |
| November 30, 2021 | 34.38% |
| October 31, 2021 | 34.38% |
| September 30, 2021 | 34.38% |
| August 31, 2021 | 34.38% |
| July 31, 2021 | 34.38% |
| June 30, 2021 | 34.38% |
| May 31, 2021 | 34.38% |
| April 30, 2021 | 34.38% |
| March 31, 2021 | 34.38% |
| February 28, 2021 | 34.38% |
| January 31, 2021 | 34.38% |
| December 31, 2020 | 34.38% |
| November 30, 2020 | 34.38% |
| October 31, 2020 | 34.38% |
| September 30, 2020 | 34.38% |
| August 31, 2020 | 34.38% |
| July 31, 2020 | 34.38% |
| June 30, 2020 | 34.38% |
| May 31, 2020 | 34.38% |
| Date | Value |
|---|---|
| April 30, 2020 | 34.38% |
| March 31, 2020 | 34.38% |
| February 29, 2020 | 23.77% |
| January 31, 2020 | 23.77% |
| December 31, 2019 | 23.77% |
| November 30, 2019 | 23.77% |
| October 31, 2019 | 23.77% |
| September 30, 2019 | 23.77% |
| August 31, 2019 | 23.77% |
| July 31, 2019 | 23.77% |
| June 30, 2019 | 23.77% |
| May 31, 2019 | 23.77% |
| April 30, 2019 | 23.77% |
| March 31, 2019 | 23.77% |
| February 28, 2019 | 23.77% |
| January 31, 2019 | 23.77% |
| December 31, 2018 | 23.77% |
| November 30, 2018 | 23.77% |
| October 31, 2018 | 23.77% |
| September 30, 2018 | 23.77% |
| August 31, 2018 | 23.77% |
| July 31, 2018 | 23.77% |
| June 30, 2018 | 23.77% |
| May 31, 2018 | 23.77% |
| April 30, 2018 | 23.77% |
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
23.77%
Minimum
Sep 2017
34.38%
Maximum
Mar 2020
28.73%
Average
24.62%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.408 |
| Beta (5Y) | 0.996 |
| Historical Sortino (5Y) | 0.2353 |