BNY Mellon International Equity A (NIEAX)
19.77
+0.70 (+3.67%)
USD |
Jun 24 2022
NIEAX Max Drawdown (5Y): 37.04% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 37.04% |
| April 30, 2022 | 37.04% |
| March 31, 2022 | 37.04% |
| February 28, 2022 | 37.04% |
| January 31, 2022 | 37.04% |
| December 31, 2021 | 37.04% |
| November 30, 2021 | 37.04% |
| October 31, 2021 | 37.04% |
| September 30, 2021 | 37.04% |
| August 31, 2021 | 37.04% |
| July 31, 2021 | 37.04% |
| June 30, 2021 | 37.04% |
| May 31, 2021 | 37.04% |
| April 30, 2021 | 37.04% |
| March 31, 2021 | 37.04% |
| February 28, 2021 | 37.04% |
| January 31, 2021 | 37.04% |
| December 31, 2020 | 37.04% |
| November 30, 2020 | 37.04% |
| October 31, 2020 | 37.04% |
| September 30, 2020 | 37.04% |
| August 31, 2020 | 37.04% |
| July 31, 2020 | 37.04% |
| June 30, 2020 | 37.04% |
| May 31, 2020 | 37.04% |
| Date | Value |
|---|---|
| April 30, 2020 | 37.04% |
| March 31, 2020 | 37.04% |
| February 29, 2020 | 24.63% |
| January 31, 2020 | 24.63% |
| December 31, 2019 | 24.63% |
| November 30, 2019 | 24.63% |
| October 31, 2019 | 24.63% |
| September 30, 2019 | 24.63% |
| August 31, 2019 | 24.63% |
| July 31, 2019 | 24.63% |
| June 30, 2019 | 24.63% |
| May 31, 2019 | 24.63% |
| April 30, 2019 | 24.63% |
| March 31, 2019 | 24.63% |
| February 28, 2019 | 24.63% |
| January 31, 2019 | 24.63% |
| December 31, 2018 | 24.63% |
| November 30, 2018 | 20.91% |
| October 31, 2018 | 20.91% |
| September 30, 2018 | 20.91% |
| August 31, 2018 | 20.91% |
| July 31, 2018 | 20.91% |
| June 30, 2018 | 20.91% |
| May 31, 2018 | 20.91% |
| April 30, 2018 | 20.91% |
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
20.91%
Minimum
Nov 2017
37.04%
Maximum
Mar 2020
29.55%
Average
26.31%
Median
Max Drawdown (5Y) Benchmarks
| Parametric International Equity A | 33.38% |
| MainStay WMC Intl Research Eq A | 45.15% |
| Russell Inv Tax-Managed Intl Eq A | 39.57% |
| MassMutual Overseas A | 37.62% |
| Morgan Stanley Inst International Eq A | 31.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.144 |
| Beta (5Y) | 1.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.24% |
| Historical Sharpe Ratio (5Y) | 0.1432 |
| Historical Sortino (5Y) | 0.1562 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.43% |