Great-West International Index Inv (MXINX)
10.58
+0.01 (+0.09%)
USD |
Jul 01 2022
MXINX Max Drawdown (5Y): 34.58% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 34.58% |
May 31, 2022 | 34.58% |
April 30, 2022 | 34.58% |
March 31, 2022 | 34.58% |
February 28, 2022 | 34.58% |
January 31, 2022 | 34.58% |
December 31, 2021 | 34.58% |
November 30, 2021 | 34.58% |
October 31, 2021 | 34.58% |
September 30, 2021 | 34.58% |
August 31, 2021 | 34.58% |
July 31, 2021 | 34.58% |
June 30, 2021 | 34.58% |
May 31, 2021 | 34.58% |
April 30, 2021 | 34.58% |
March 31, 2021 | 34.58% |
February 28, 2021 | 34.58% |
January 31, 2021 | 34.58% |
December 31, 2020 | 34.58% |
November 30, 2020 | 34.58% |
October 31, 2020 | 34.58% |
September 30, 2020 | 34.58% |
August 31, 2020 | 34.58% |
July 31, 2020 | 34.58% |
June 30, 2020 | 34.58% |
Date | Value |
---|---|
May 31, 2020 | 34.58% |
April 30, 2020 | 34.58% |
March 31, 2020 | 34.58% |
February 29, 2020 | 23.53% |
January 31, 2020 | 23.53% |
December 31, 2019 | 23.53% |
November 30, 2019 | 23.53% |
October 31, 2019 | 23.53% |
September 30, 2019 | 23.53% |
August 31, 2019 | 23.53% |
July 31, 2019 | 23.53% |
June 30, 2019 | 23.53% |
May 31, 2019 | 23.53% |
April 30, 2019 | 23.53% |
March 31, 2019 | 23.53% |
February 28, 2019 | 23.53% |
January 31, 2019 | 23.53% |
December 31, 2018 | 23.53% |
November 30, 2018 | 23.53% |
October 31, 2018 | 23.53% |
September 30, 2018 | 23.53% |
August 31, 2018 | 23.53% |
July 31, 2018 | 23.53% |
June 30, 2018 | 23.53% |
May 31, 2018 | 23.53% |
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
23.53%
Minimum
Jul 2017
34.58%
Maximum
Mar 2020
28.69%
Average
23.53%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6723 |
Beta (5Y) | 0.994 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.46% |
Historical Sharpe Ratio (5Y) | 0.1196 |
Historical Sortino (5Y) | 0.1286 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.20% |