Parametric International Equity A (EAISX)
12.72
+0.02 (+0.16%)
USD |
Jul 01 2022
EAISX Max Drawdown (5Y): 33.38% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 33.38% |
| May 31, 2022 | 33.38% |
| April 30, 2022 | 33.38% |
| March 31, 2022 | 33.38% |
| February 28, 2022 | 33.38% |
| January 31, 2022 | 33.38% |
| December 31, 2021 | 33.38% |
| November 30, 2021 | 33.38% |
| October 31, 2021 | 33.38% |
| September 30, 2021 | 33.38% |
| August 31, 2021 | 33.38% |
| July 31, 2021 | 33.38% |
| June 30, 2021 | 33.38% |
| May 31, 2021 | 33.38% |
| April 30, 2021 | 33.38% |
| March 31, 2021 | 33.38% |
| February 28, 2021 | 33.38% |
| January 31, 2021 | 33.38% |
| December 31, 2020 | 33.38% |
| November 30, 2020 | 33.38% |
| October 31, 2020 | 33.38% |
| September 30, 2020 | 33.38% |
| August 31, 2020 | 33.38% |
| July 31, 2020 | 33.38% |
| June 30, 2020 | 33.38% |
| Date | Value |
|---|---|
| May 31, 2020 | 33.38% |
| April 30, 2020 | 33.38% |
| March 31, 2020 | 33.38% |
| February 29, 2020 | 18.84% |
| January 31, 2020 | 18.84% |
| December 31, 2019 | 18.84% |
| November 30, 2019 | 18.84% |
| October 31, 2019 | 18.84% |
| September 30, 2019 | 18.84% |
| August 31, 2019 | 18.84% |
| July 31, 2019 | 18.84% |
| June 30, 2019 | 18.84% |
| May 31, 2019 | 18.84% |
| April 30, 2019 | 18.84% |
| March 31, 2019 | 18.84% |
| February 28, 2019 | 18.84% |
| January 31, 2019 | 18.84% |
| December 31, 2018 | 18.84% |
| November 30, 2018 | 18.05% |
| October 31, 2018 | 18.05% |
| September 30, 2018 | 18.05% |
| August 31, 2018 | 18.05% |
| July 31, 2018 | 18.05% |
| June 30, 2018 | 18.05% |
| May 31, 2018 | 18.05% |
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
18.05%
Minimum
Jul 2017
33.38%
Maximum
Mar 2020
25.40%
Average
18.84%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| BNY Mellon International Equity A | 37.04% |
| MainStay WMC Intl Research Eq A | 45.15% |
| MassMutual Overseas A | 37.62% |
| Victory RS International A | 33.77% |
| MassMutual International Eq A | 32.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0453 |
| Beta (5Y) | 0.9732 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.10% |
| Historical Sharpe Ratio (5Y) | 0.1547 |
| Historical Sortino (5Y) | 0.162 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.61% |