Nationwide BNY Mellon Discplnd Val I.S (NWAOX)
32.49
+0.34 (+1.06%)
USD |
Jul 01 2022
NWAOX Max Drawdown (5Y): 43.32% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 43.32% |
| May 31, 2022 | 43.32% |
| April 30, 2022 | 43.32% |
| March 31, 2022 | 43.32% |
| February 28, 2022 | 43.32% |
| January 31, 2022 | 43.32% |
| December 31, 2021 | 43.32% |
| November 30, 2021 | 43.32% |
| October 31, 2021 | 43.32% |
| September 30, 2021 | 43.32% |
| August 31, 2021 | 43.32% |
| July 31, 2021 | 43.32% |
| June 30, 2021 | 43.32% |
| May 31, 2021 | 43.32% |
| April 30, 2021 | 43.32% |
| March 31, 2021 | 43.32% |
| February 28, 2021 | 43.32% |
| January 31, 2021 | 43.32% |
| December 31, 2020 | 43.32% |
| November 30, 2020 | 43.32% |
| October 31, 2020 | 43.32% |
| September 30, 2020 | 43.32% |
| August 31, 2020 | 43.32% |
| July 31, 2020 | 43.32% |
| June 30, 2020 | 43.32% |
| Date | Value |
|---|---|
| May 31, 2020 | 43.32% |
| April 30, 2020 | 43.32% |
| March 31, 2020 | 43.32% |
| February 29, 2020 | 20.93% |
| January 31, 2020 | 20.93% |
| December 31, 2019 | 20.93% |
| November 30, 2019 | 20.93% |
| October 31, 2019 | 20.93% |
| September 30, 2019 | 20.93% |
| August 31, 2019 | 20.93% |
| July 31, 2019 | 20.93% |
| June 30, 2019 | 20.93% |
| May 31, 2019 | 20.93% |
| April 30, 2019 | 20.93% |
| March 31, 2019 | 20.93% |
| February 28, 2019 | 20.93% |
| January 31, 2019 | 20.93% |
| December 31, 2018 | 20.93% |
| November 30, 2018 | 15.26% |
| October 31, 2018 | 15.26% |
| September 30, 2018 | 15.26% |
| August 31, 2018 | 15.26% |
| July 31, 2018 | 15.26% |
| June 30, 2018 | 15.26% |
| May 31, 2018 | 15.26% |
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
15.26%
Minimum
Jul 2017
43.32%
Maximum
Mar 2020
29.78%
Average
20.93%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| SEI Large Cap Value I (SIMT) | 40.44% |
| PACE Large Co Value Equity Y | 42.13% |
| Guggenheim RBP® Large-Cap Value I | 39.07% |
| Delaware Growth and Income Instl | 37.31% |
| BNY Mellon Income Stock Y | 44.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.356 |
| Beta (5Y) | 1.075 |
| Historical Sortino (5Y) | 0.4234 |