Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 97.45%
May 31, 2022 97.45%
April 30, 2022 97.45%
March 31, 2022 97.45%
February 28, 2022 97.45%
January 31, 2022 97.34%
December 31, 2021 96.13%
November 30, 2021 95.24%
October 31, 2021 95.24%
September 30, 2021 95.24%
August 31, 2021 95.24%
July 31, 2021 95.11%
June 30, 2021 95.11%
May 31, 2021 95.11%
April 30, 2021 95.11%
March 31, 2021 95.11%
February 28, 2021 95.11%
January 31, 2021 95.11%
December 31, 2020 95.11%
November 30, 2020 95.11%
October 31, 2020 95.11%
September 30, 2020 95.11%
August 31, 2020 95.11%
July 31, 2020 95.11%
June 30, 2020 95.11%
Date Value
May 31, 2020 95.11%
April 30, 2020 95.11%
March 31, 2020 95.11%
February 29, 2020 94.49%
January 31, 2020 94.49%
December 31, 2019 94.49%
November 30, 2019 94.49%
October 31, 2019 94.49%
September 30, 2019 94.49%
August 31, 2019 94.49%
July 31, 2019 94.49%
June 30, 2019 94.49%
May 31, 2019 94.49%
April 30, 2019 94.49%
March 31, 2019 94.49%
February 28, 2019 94.49%
January 31, 2019 94.49%
December 31, 2018 94.49%
November 30, 2018 94.49%
October 31, 2018 94.49%
September 30, 2018 94.49%
August 31, 2018 94.49%
July 31, 2018 94.49%
June 30, 2018 94.49%
May 31, 2018 94.49%

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

94.49%
Minimum
Jul 2017
97.45%
Maximum
Feb 2022
95.04%
Average
94.49%
Median
Jul 2017