Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 42.87%
June 30, 2022 42.87%
May 31, 2022 39.62%
April 30, 2022 39.62%
March 31, 2022 39.62%
February 28, 2022 39.62%
January 31, 2022 39.62%
December 31, 2021 39.62%
November 30, 2021 39.62%
October 31, 2021 39.62%
September 30, 2021 39.62%
August 31, 2021 39.62%
July 31, 2021 39.62%
June 30, 2021 39.62%
May 31, 2021 39.62%
April 30, 2021 39.62%
March 31, 2021 39.62%
February 28, 2021 39.62%
January 31, 2021 39.62%
December 31, 2020 39.62%
November 30, 2020 39.62%
October 31, 2020 39.62%
September 30, 2020 39.62%
August 31, 2020 39.62%
July 31, 2020 39.62%
Date Value
June 30, 2020 39.62%
May 31, 2020 39.62%
April 30, 2020 39.62%
March 31, 2020 39.62%
February 29, 2020 31.78%
January 31, 2020 31.78%
December 31, 2019 31.78%
November 30, 2019 31.78%
October 31, 2019 31.78%
September 30, 2019 31.78%
August 31, 2019 31.78%
July 31, 2019 31.78%
June 30, 2019 31.78%
May 31, 2019 31.78%
April 30, 2019 31.78%
March 31, 2019 31.78%
February 28, 2019 31.78%
January 31, 2019 31.78%
December 31, 2018 31.78%
November 30, 2018 31.78%
October 31, 2018 31.78%
September 30, 2018 31.78%
August 31, 2018 31.78%
July 31, 2018 31.78%
June 30, 2018 31.78%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

31.78%
Minimum
Aug 2017
42.87%
Maximum
Jun 2022
35.68%
Average
31.78%
Median
Aug 2017