Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 27.36%
May 31, 2022 23.47%
April 30, 2022 22.45%
March 31, 2022 17.03%
February 28, 2022 13.37%
January 31, 2022 13.37%
December 31, 2021 14.00%
November 30, 2021 14.00%
October 31, 2021 14.60%
September 30, 2021 14.83%
August 31, 2021 14.83%
July 31, 2021 14.83%
June 30, 2021 14.83%
May 31, 2021 14.83%
April 30, 2021 14.83%
March 31, 2021 14.83%
February 28, 2021 14.83%
January 31, 2021 14.83%
December 31, 2020 14.83%
November 30, 2020 14.83%
October 31, 2020 14.83%
September 30, 2020 14.83%
August 31, 2020 15.41%
July 31, 2020 15.41%
June 30, 2020 15.41%
Date Value
May 31, 2020 15.41%
April 30, 2020 15.41%
March 31, 2020 15.41%
February 29, 2020 15.41%
January 31, 2020 15.41%
December 31, 2019 15.41%
November 30, 2019 15.41%
October 31, 2019 15.41%
September 30, 2019 15.41%
August 31, 2019 15.41%
July 31, 2019 15.41%
June 30, 2019 15.41%
May 31, 2019 15.41%
April 30, 2019 15.41%
March 31, 2019 15.41%
February 28, 2019 15.41%
January 31, 2019 15.41%
December 31, 2018 15.41%
November 30, 2018 15.41%
October 31, 2018 15.41%
September 30, 2018 15.41%
August 31, 2018 15.41%
July 31, 2018 15.41%
June 30, 2018 15.41%
May 31, 2018 15.41%

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

13.37%
Minimum
Jan 2022
27.36%
Maximum
Jun 2022
15.64%
Average
15.41%
Median
Jul 2017