T. Rowe Price International Eq Index (PIEQX)
13.79
+0.03 (+0.22%)
USD |
Aug 08 2022
PIEQX Max Drawdown (5Y): 35.22% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 35.22% |
June 30, 2022 | 35.22% |
May 31, 2022 | 35.22% |
April 30, 2022 | 35.22% |
March 31, 2022 | 35.22% |
February 28, 2022 | 35.22% |
January 31, 2022 | 35.22% |
December 31, 2021 | 35.22% |
November 30, 2021 | 35.22% |
October 31, 2021 | 35.22% |
September 30, 2021 | 35.22% |
August 31, 2021 | 35.22% |
July 31, 2021 | 35.22% |
June 30, 2021 | 35.22% |
May 31, 2021 | 35.22% |
April 30, 2021 | 35.22% |
March 31, 2021 | 35.22% |
February 28, 2021 | 35.22% |
January 31, 2021 | 35.22% |
December 31, 2020 | 35.22% |
November 30, 2020 | 35.22% |
October 31, 2020 | 35.22% |
September 30, 2020 | 35.22% |
August 31, 2020 | 35.22% |
July 31, 2020 | 35.22% |
Date | Value |
---|---|
June 30, 2020 | 35.22% |
May 31, 2020 | 35.22% |
April 30, 2020 | 35.22% |
March 31, 2020 | 35.22% |
February 29, 2020 | 23.00% |
January 31, 2020 | 23.00% |
December 31, 2019 | 23.00% |
November 30, 2019 | 23.00% |
October 31, 2019 | 23.00% |
September 30, 2019 | 23.00% |
August 31, 2019 | 23.00% |
July 31, 2019 | 23.00% |
June 30, 2019 | 23.00% |
May 31, 2019 | 23.00% |
April 30, 2019 | 23.00% |
March 31, 2019 | 23.00% |
February 28, 2019 | 23.00% |
January 31, 2019 | 23.00% |
December 31, 2018 | 23.00% |
November 30, 2018 | 23.00% |
October 31, 2018 | 23.00% |
September 30, 2018 | 23.00% |
August 31, 2018 | 23.00% |
July 31, 2018 | 23.00% |
June 30, 2018 | 23.00% |
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
23.00%
Minimum
Aug 2017
35.22%
Maximum
Mar 2020
28.91%
Average
23.00%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1865 |
Beta (5Y) | 1.012 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.84% |
Historical Sharpe Ratio (5Y) | 0.1659 |
Historical Sortino (5Y) | 0.1817 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.56% |