Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 91.07%
May 31, 2022 92.86%
April 30, 2022 92.86%
March 31, 2022 92.86%
February 28, 2022 92.86%
January 31, 2022 92.86%
December 31, 2021 92.86%
November 30, 2021 92.86%
October 31, 2021 92.86%
September 30, 2021 92.86%
August 31, 2021 92.86%
July 31, 2021 92.86%
June 30, 2021 92.86%
May 31, 2021 92.86%
April 30, 2021 92.86%
March 31, 2021 92.86%
February 28, 2021 93.06%
January 31, 2021 93.06%
December 31, 2020 93.06%
November 30, 2020 93.06%
October 31, 2020 94.17%
September 30, 2020 94.17%
August 31, 2020 94.17%
July 31, 2020 94.17%
June 30, 2020 94.17%
Date Value
May 31, 2020 96.05%
April 30, 2020 97.73%
March 31, 2020 97.73%
February 29, 2020 97.73%
January 31, 2020 97.73%
December 31, 2019 97.73%
November 30, 2019 97.73%
October 31, 2019 97.73%
September 30, 2019 97.73%
August 31, 2019 97.73%
July 31, 2019 97.73%
June 30, 2019 97.73%
May 31, 2019 97.73%
April 30, 2019 97.73%
March 31, 2019 97.73%
February 28, 2019 97.73%
January 31, 2019 97.73%
December 31, 2018 97.73%
November 30, 2018 98.51%
October 31, 2018 98.51%
September 30, 2018 98.51%
August 31, 2018 98.51%
July 31, 2018 98.51%
June 30, 2018 98.51%
May 31, 2018 98.51%

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.

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Max Drawdown (5Y) Range, Past 5 Years

91.07%
Minimum
Jun 2022
98.51%
Maximum
Jul 2017
95.99%
Average
97.73%
Median
Dec 2018

Max Drawdown (5Y) Benchmarks