Nationwide International Index R (GIIRX)
7.01
-0.14 (-1.96%)
USD |
Jul 05 2022
GIIRX Max Drawdown (5Y): 34.63% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 34.63% |
| May 31, 2022 | 34.63% |
| April 30, 2022 | 34.63% |
| March 31, 2022 | 34.63% |
| February 28, 2022 | 34.63% |
| January 31, 2022 | 34.63% |
| December 31, 2021 | 34.63% |
| November 30, 2021 | 34.63% |
| October 31, 2021 | 34.63% |
| September 30, 2021 | 34.63% |
| August 31, 2021 | 34.63% |
| July 31, 2021 | 34.63% |
| June 30, 2021 | 34.63% |
| May 31, 2021 | 34.63% |
| April 30, 2021 | 34.63% |
| March 31, 2021 | 34.63% |
| February 28, 2021 | 34.63% |
| January 31, 2021 | 34.63% |
| December 31, 2020 | 34.63% |
| November 30, 2020 | 34.63% |
| October 31, 2020 | 34.63% |
| September 30, 2020 | 34.63% |
| August 31, 2020 | 34.63% |
| July 31, 2020 | 34.63% |
| June 30, 2020 | 34.63% |
| Date | Value |
|---|---|
| May 31, 2020 | 34.63% |
| April 30, 2020 | 34.63% |
| March 31, 2020 | 34.63% |
| February 29, 2020 | 23.88% |
| January 31, 2020 | 23.88% |
| December 31, 2019 | 23.88% |
| November 30, 2019 | 23.88% |
| October 31, 2019 | 23.88% |
| September 30, 2019 | 23.88% |
| August 31, 2019 | 23.88% |
| July 31, 2019 | 23.88% |
| June 30, 2019 | 23.88% |
| May 31, 2019 | 23.88% |
| April 30, 2019 | 23.88% |
| March 31, 2019 | 23.88% |
| February 28, 2019 | 23.88% |
| January 31, 2019 | 23.88% |
| December 31, 2018 | 23.88% |
| November 30, 2018 | 23.88% |
| October 31, 2018 | 23.88% |
| September 30, 2018 | 23.88% |
| August 31, 2018 | 23.88% |
| July 31, 2018 | 23.88% |
| June 30, 2018 | 23.88% |
| May 31, 2018 | 23.88% |
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
23.88%
Minimum
Sep 2017
34.63%
Maximum
Mar 2020
28.98%
Average
24.71%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.011 |
| Beta (5Y) | 0.9772 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.43% |
| Historical Sharpe Ratio (5Y) | 0.096 |
| Historical Sortino (5Y) | 0.1033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.13% |