Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 20.96%
May 31, 2022 22.80%
April 30, 2022 23.38%
March 31, 2022 23.38%
February 28, 2022 23.38%
January 31, 2022 23.38%
December 31, 2021 23.38%
November 30, 2021 25.82%
October 31, 2021 27.95%
September 30, 2021 27.95%
August 31, 2021 27.95%
July 31, 2021 27.95%
June 30, 2021 27.95%
May 31, 2021 44.80%
April 30, 2021 44.80%
March 31, 2021 47.58%
February 28, 2021 47.58%
January 31, 2021 49.43%
December 31, 2020 49.43%
November 30, 2020 49.43%
October 31, 2020 54.24%
September 30, 2020 56.31%
August 31, 2020 56.31%
July 31, 2020 56.31%
June 30, 2020 60.77%
Date Value
May 31, 2020 60.77%
April 30, 2020 60.77%
March 31, 2020 60.77%
February 29, 2020 60.77%
January 31, 2020 60.77%
December 31, 2019 60.77%
November 30, 2019 60.77%
October 31, 2019 60.77%
September 30, 2019 60.77%
August 31, 2019 60.77%
July 31, 2019 60.77%
June 30, 2019 60.77%
May 31, 2019 60.77%
April 30, 2019 60.77%
March 31, 2019 60.77%
February 28, 2019 60.77%
January 31, 2019 60.77%
December 31, 2018 60.77%
November 30, 2018 60.77%
October 31, 2018 60.77%
September 30, 2018 60.77%
August 31, 2018 60.77%
July 31, 2018 60.77%
June 30, 2018 60.77%
May 31, 2018 60.77%

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

20.96%
Minimum
Jun 2022
60.77%
Maximum
May 2019
45.61%
Average
49.43%
Median
Nov 2020