Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 49.56%
April 30, 2022 49.56%
March 31, 2022 49.56%
February 28, 2022 49.56%
January 31, 2022 49.56%
December 31, 2021 49.56%
November 30, 2021 49.56%
October 31, 2021 49.56%
September 30, 2021 49.56%
August 31, 2021 49.56%
July 31, 2021 49.56%
June 30, 2021 49.56%
May 31, 2021 49.56%
April 30, 2021 49.56%
March 31, 2021 49.56%
February 28, 2021 49.56%
January 31, 2021 49.56%
December 31, 2020 49.56%
November 30, 2020 49.56%
October 31, 2020 49.56%
September 30, 2020 49.56%
August 31, 2020 49.56%
July 31, 2020 49.56%
June 30, 2020 49.56%
May 31, 2020 49.56%
Date Value
April 30, 2020 49.56%
March 31, 2020 49.56%
February 29, 2020 33.85%
January 31, 2020 33.85%
December 31, 2019 33.85%
November 30, 2019 33.85%
October 31, 2019 33.85%
September 30, 2019 33.85%
August 31, 2019 33.85%
July 31, 2019 33.85%
June 30, 2019 33.85%
May 31, 2019 33.85%
April 30, 2019 33.85%
March 31, 2019 33.85%
February 28, 2019 33.85%
January 31, 2019 33.85%
December 31, 2018 33.85%
November 30, 2018 32.90%
October 31, 2018 32.90%
September 30, 2018 32.90%
August 31, 2018 32.90%
July 31, 2018 32.90%
June 30, 2018 32.90%
May 31, 2018 32.90%
April 30, 2018 32.90%

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

32.90%
Minimum
Jun 2017
49.56%
Maximum
Mar 2020
40.63%
Average
33.85%
Median
Dec 2018