Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 42.31%
April 30, 2022 42.31%
March 31, 2022 42.31%
February 28, 2022 42.31%
January 31, 2022 42.31%
December 31, 2021 42.31%
November 30, 2021 42.31%
October 31, 2021 42.31%
September 30, 2021 42.31%
August 31, 2021 42.31%
July 31, 2021 42.31%
June 30, 2021 42.31%
May 31, 2021 42.31%
April 30, 2021 42.31%
March 31, 2021 42.31%
February 28, 2021 42.31%
January 31, 2021 42.31%
December 31, 2020 42.31%
November 30, 2020 42.31%
October 31, 2020 42.31%
September 30, 2020 42.31%
August 31, 2020 42.31%
July 31, 2020 42.31%
June 30, 2020 42.31%
May 31, 2020 42.31%
Date Value
April 30, 2020 42.31%
March 31, 2020 42.31%
February 29, 2020 21.35%
January 31, 2020 21.35%
December 31, 2019 21.35%
November 30, 2019 21.35%
October 31, 2019 21.35%
September 30, 2019 21.35%
August 31, 2019 21.35%
July 31, 2019 21.35%
June 30, 2019 21.35%
May 31, 2019 21.35%
April 30, 2019 21.35%
March 31, 2019 21.35%
February 28, 2019 21.35%
January 31, 2019 21.35%
December 31, 2018 21.35%
November 30, 2018 13.67%
October 31, 2018 13.67%
September 30, 2018 13.67%
August 31, 2018 13.67%
July 31, 2018 13.67%
June 30, 2018 13.67%
May 31, 2018 13.67%
April 30, 2018 13.67%

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

13.67%
Minimum
Jun 2017
42.31%
Maximum
Mar 2020
28.48%
Average
21.35%
Median
Dec 2018